A graphical model approach to simulating economic variables over long horizons
Year of publication: |
2020
|
---|---|
Authors: | Oberoi, Jaideep S. ; Pittea, Aniketh ; Tapadar, Pradip |
Subject: | Graphical models | scenario generators | dimension reduction | long-term risk management | Simulation | Risikomanagement | Risk management | Theorie | Theory | Deskriptive Statistik | Descriptive statistics |
-
Conditional mean risk sharing in the individual model with graphical dependencies
Denuit, Michel, (2022)
-
Equivalence of simulations : a graph theoretic approach
Schruben, Lee W., (1989)
-
Complexity of simulation models : a graph theoretic approach
Schruben, Lee W., (1989)
- More ...
-
Impact of the choice of risk assessment time horizons on defined benefit pension schemes
Andrews, Douglas, (2022)
-
Value at Risk models of autoregressive quantiles for improved performance on financial criteria
Mitrodima, Gelly, (2017)
-
Estimating The Probability of Informed Trading : A Bayesian Approach
Griffin, Jim E., (2019)
- More ...