Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439)
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scientific article; zbMATH DE number 6916990
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| English | Robust measurement of (heavy-tailed) risks: theory and implementation |
scientific article; zbMATH DE number 6916990 |
Statements
Robust measurement of (heavy-tailed) risks: theory and implementation (English)
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13 August 2018
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divergence estimation
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model risk
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risk management
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robustness
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sequential Monte Carlo
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0.7971274852752686
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0.7906153202056885
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0.7638862729072571
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0.7443336844444275
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0.7367703914642334
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