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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| English | Some multivariate risk indicators: minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm |
scientific article; zbMATH DE number 6019676 |
Statements
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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0.7913344502449036
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0.7688460350036621
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0.7525475025177002
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0.7446526288986206
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0.73526930809021
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