Estimation of systemic shortfall risk measure using stochastic algorithms (Q6606846)
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scientific article; zbMATH DE number 7914760
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| English | Estimation of systemic shortfall risk measure using stochastic algorithms |
scientific article; zbMATH DE number 7914760 |
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Estimation of systemic shortfall risk measure using stochastic algorithms (English)
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17 September 2024
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multivariate risk measures
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shortfall risk
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stochastic algorithms
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stochastic root finding
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risk allocations
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0.8217138051986694
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0.7903000116348267
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0.7844743728637695
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0.7813218832015991
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0.7795898914337158
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