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...