Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques (Q4960550)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7192557
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques |
scientific article; zbMATH DE number 7192557 |
Statements
Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques (English)
0 references
23 April 2020
0 references
utility-based shortfall risk measures
0 references
kernel density
0 references
importance sampling
0 references
0 references
0.7591500878334045
0 references
0.7285568714141846
0 references
0.7260821461677551
0 references
0.7182577252388
0 references
0.7153725624084473
0 references
