Improved algorithms for computing worst value-at-risk (Q2397478)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved algorithms for computing worst value-at-risk |
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Improved algorithms for computing worst value-at-risk (English)
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22 May 2017
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risk aggregation
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model uncertainty
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value-at-risk
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adaptive rearrangement algorithm
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