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Search: subject:"Buffered probability"
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Probability theory
5
Wahrscheinlichkeitsrechnung
5
Buffered probability of exceedance
4
Theorie
4
Theory
4
CVaR
2
Estimation
2
Mathematical programming
2
Mathematische Optimierung
2
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2
Schätzung
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Asset-Backed Securities
1
Asset-backed securities
1
Buffered failure probability
1
Buffered probability
1
CDO
1
CDS
1
Collateral
1
Collateralized debt obligation
1
Conditional value at risk
1
Credit Default Swap
1
Credit derivative
1
Credit rating
1
Credit risk
1
Derivat
1
Derivative
1
Estimation theory
1
Expected shortfall
1
Gradient
1
Importance sampling
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Insolvency
1
Insolvenz
1
Kreditderivat
1
Kreditrisiko
1
Kreditsicherung
1
Kreditwürdigkeit
1
Large deviations
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5
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Uryasev, Stan
3
Budhiraja, Amarjit
1
Byun, Ji-Eun
1
Guan, Yongpei
1
Lu, Shu
1
Mafusalov, Alexander
1
Pertaia, Giorgi
1
Prokhorov, Artem
1
Royset, Johannes O.
1
Shapiro, Alexander
1
Tran-Dinh, Quoc
1
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1
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Operations research letters
2
Annals of operations research ; volume 302, number 1 (July 2021)
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
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ECONIS (ZBW)
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1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Budhiraja, Amarjit
;
Lu, Shu
;
Yu, Yang
;
Tran-Dinh, Quoc
-
2021
Persistent link: https://www.econbiz.de/10012605874
Saved in:
3
Gradients and subgradients of buffered failure probability
Royset, Johannes O.
;
Byun, Ji-Eun
- In:
Operations research letters
49
(
2021
)
6
,
pp. 868-873
Persistent link: https://www.econbiz.de/10013266069
Saved in:
4
Derivatives and subderivatives of
buffered
probability
of exceedance
Zhang, Tong
;
Uryasev, Stan
;
Guan, Yongpei
- In:
Operations research letters
47
(
2019
)
2
,
pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
Saved in:
5
Estimation and asymptotics for
buffered
probability
of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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