Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136)
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English | Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm |
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Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (English)
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29 March 2012
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multivariate risk processes
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risk indicators
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stochastic algorithms
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reserve allocation
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