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Filtering by: Creator Evren Baysal Subject Industrial Engineering and Management Sciences

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Description:: Risk measurement involves estimating some functional of a loss distribution. This calls for nested simulation, in which risk factors are sampled at an outer level of simulation, while the inner level of simulation provides estimates of loss given each realization of the risk factors. Assessing the statistical uncertainty of estimates...
Keyword:: empirical likelihood, expected shortfall, kriging, and risk
Subject:: Industrial Engineering and Management Sciences
Creator:: Evren Baysal
Owner:: Scholarly Digital Publishing
Date Uploaded:: 10/01/2018
Date Modified:: 10/01/2018
Date Created:: 2008-12-08
Resource Type:: Dissertation

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