scientific article; zbMATH DE number 2147773
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Publication:4659439
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- Sensitivity Analysis of Insurance Risk Models via Simulation
- Simulating sensitivities of conditional value at risk
- Computing the portfolio conditional value-at-risk in the -stable case
- Analysis of value at risk when cumulative investment and interest rate is correlative stochastic processes
- Harmonic analysis, quadratic forms and asymptotic expansions of risk measures
- Sensitivity analysis in applications with deviation, risk, regret, and error measures
- Conditional VaR based on two-dimensional normal distribution
- Sensitivity analysis of portfolio properties with budget constraints
- Conditional value-at-risk under ellipsoidal uncertainties
- Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk
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