ESAIM: Proceedings and Surveys

Stochastic approximation schemes for economic capital and risk margin computations

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

ESAIM: ProcS, 65 (2019) 182-218

Published online: 02 April 2019

DOI: 10.1051/proc/201965182

David Barrera

Stéphane Crépey

Babacar Diallo

Gersende Fort

Emmanuel Gobet

Uladzislau Stazhynski

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