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Stochastic approximation schemes for economic capital and risk margin computations
Barrera, David, Crépey, Stéphane, Diallo, Babacar, Fort, Gersende, Gobet, Emmanuel, Stazhynski, Uladzislau, Bouchard, B., Chassagneux, J.-F., Delarue, F., Gobet, E., Lelong, J.Volume:
65
Year:
2019
Language:
english
Journal:
ESAIM: Proceedings and Surveys
DOI:
10.1051/proc/201965182
File:
PDF, 887 KB
english, 2019