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Cited article:

Stochastic approximation schemes for economic capital and risk margin computations

David Barrera, Stéphane Crépey, Babacar Diallo, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski

ESAIM: ProcS, 65 (2019) 182-218

Published online: 2019-04-02

DOI: https://doi.org/10.1051/proc/201965182

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