EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"multivariate risk processes"
Narrow search

Narrow search

Year of publication
Subject
All
multivariate risk processes 1 reserve allocation 1 risk indicators 1 stochastic algorithms 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Cénac, P. 1 Maume-Deschamps, V. 1 Prieur, C. 1
Published in...
All
Statistics & Risk Modeling 1
Source
All
Other ZBW resources 1
Showing 1 - 1 of 1
Cover Image
Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm
Cénac, P.; Maume-Deschamps, V.; Prieur, C. - In: Statistics & Risk Modeling 29 (2012) 1, pp. 47-72
Abstract We consider some risk indicators of vectorial risk processes. These indicators take into account the dependencies between business lines as well as some temporal dependencies. By using stochastic algorithms, we may estimate the minimum of these risk indicators, under a fixed total...
Persistent link: https://www.econbiz.de/10014622215
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...