Assessing asset-liability risk with neural networks
Year of publication: |
2020
|
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Authors: | Cheridito, Patrick ; Ery, John ; Wüthrich, Mario V. |
Subject: | importance sampling | asset-liability risk | expected shortfall | neural networks | risk capital | solvency calculation | value-at-risk | Risikomaß | Risk measure | Neuronale Netze | Neural networks | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Bankrisiko | Bank risk | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8010016 [DOI] hdl:10419/257971 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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