Improved algorithms for computing worst value-at-risk (Q2397478)
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scientific article; zbMATH DE number 6722157
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Improved algorithms for computing worst value-at-risk |
scientific article; zbMATH DE number 6722157 |
Statements
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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0.8562504
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0.85315603
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