Importance Sampling for Minimization of Tail Risks: A Tutorial
"Approximating the #tail #risk #measure by its sample average approximation, while appealing due to its simplicity and universality in...
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Rechercher
17 avr. 2023
Uncertainty and Welfare in Insurance Markets
"… we find that the #uncertainty premium is negatively correlated with #riskaversion at all sizes and #probabilities of #risks. This...
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