Risk estimation via regression
Year of publication: |
2015
|
---|---|
Authors: | Broadie, Mark ; Du, Yiping ; Moallemi, Ciamac C. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1077-1097
|
Subject: | statistics: estimation | decision analysis risk | simulation | Risiko | Risk | Simulation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
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