Differentiation of some functionals of risk processes and optimal reserve allocation
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Other versions of this item:
- Stéphane Loisel, 2006. "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print hal-00397279, HAL.
- Stéphane Loisel, 2005. "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print hal-00397289, HAL.
- Stéphane Loisel, 2006. "Differentiation of some functionals of risk processes and optimal reserve allocation," Post-Print hal-00397280, HAL.
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- repec:gam:jrisks:v:6:y:2018:i:2:p:35-:d:140829 is not listed on IDEAS
- repec:gam:jrisks:v:6:y:2018:i:3:p:85-:d:165493 is not listed on IDEAS
- repec:spr:queues:v:86:y:2017:i:3:d:10.1007_s11134-017-9529-y is not listed on IDEAS
- Cénac P. & Maume-Deschamps V. & Prieur C., 2012. "Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm," Statistics & Risk Modeling, De Gruyter, vol. 29(1), pages 47-72, March.
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