Numerical computation of risk functionals in PDMP risk models

Lea Maria Enzi
, Stefan Thonhauser

Institute of Statistics (5060)

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

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Finished
FWF - Risk Modelling - Analysis, Simulation and Optimization
Thonhauser, S. M. (Project manager on research unit) & Pojer, S. (Attendee / Assistant)
1/07/20 → 30/06/25
Project: Research project