Pages that link to "Item:Q4604901"
From MaRDI portal
The following pages link to Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement (Q4604901):
Displayed 17 items.
- Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
- An efficient estimation of nested expectations without conditional sampling (Q2095139) (← links)
- Efficient estimation of a risk measure requiring two-stage simulation optimization (Q2103034) (← links)
- A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Application of Bayesian penalized spline regression for internal modeling in life insurance (Q2323667) (← links)
- Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
- Online Risk Monitoring Using Offline Simulation (Q3386770) (← links)
- Technical Note—Bootstrap-based Budget Allocation for Nested Simulation (Q5080667) (← links)
- Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (Q5116551) (← links)
- EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS (Q5140085) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Technical note—Constructing confidence intervals for nested simulation (Q6054413) (← links)
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
- Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement (Q6066180) (← links)
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (Q6072164) (← links)