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Reducing Variation of Risk Estimation by Using Importance Sampling

In today's world, risk measurement and risk management are of great importance for various economic reasons. Especially in the crisis periods, the tail risk becomes very important in risk estimation. Many methods have been developed for accurate measurement of risk. The easiest of these methods...

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Detalhes bibliográficos
Main Authors: Hatem Çoban, İpek Deveci Kocakoç, Şemsettin Erken, Mehmet Akif Aksoy
Formato: Artigo
Idioma:Inglês
Publicado em: Istanbul University 2019-12-01
Colecção:Alphanumeric Journal
Assuntos:
Acesso em linha: http://alphanumericjournal.com/media/Issue/volume-7-issue-2-2019/reducing-variation-of-risk-estimation-by-using-importance-sa_z9RFQne.pdf
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