Robust Simulation for Mega-Risks
From MaRDI portal
Recommendations
- Simulation methods for robust risk assessment and the distorted mix approach
- SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT
- Robust measurement of (heavy-tailed) risks: theory and implementation
- Robust multicriteria risk-averse stochastic programming models
- Efficient estimation of a risk measure requiring two-stage simulation optimization
- Simulation optimization of risk measures with adaptive risk levels
- Simulation and optimization methods in risk and reliability theory.
This page was built for publication: Robust Simulation for Mega-Risks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2793620)