Simulating risk measures via asymptotic expansions for relative errors (Q6054368)
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scientific article; zbMATH DE number 7743024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating risk measures via asymptotic expansions for relative errors |
scientific article; zbMATH DE number 7743024 |
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Simulating risk measures via asymptotic expansions for relative errors (English)
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28 September 2023
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estimation time
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geometric \(\alpha \)-mixing
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importance sampling
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order statistics
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relative errors
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