Implementing the rearrangement algorithm: An example from computational risk management
Year of publication: |
2020
|
---|---|
Authors: | Hofert, Marius |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 2, p. 1-28
|
Publisher: |
Basel : MDPI |
Subject: | computational risk management | rearrangement algorithm | implementation | R | bootstrap | worst value-at-risk allocation |
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