Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136)

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scientific article; zbMATH DE number 6019676
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    Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm
    scientific article; zbMATH DE number 6019676

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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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