Pages that link to "Item:Q3453343"
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The following pages link to Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343):
Displayed 9 items.
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection (Q4995067) (← links)
- A Stochastic Approximation Method for Simulation-Based Quantile Optimization (Q5060775) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- Insurance Portfolio Risk Retention (Q5379241) (← links)