Skip to main navigation
Skip to search
Skip to main content
New Jersey Institute of Technology Home
Help & FAQ
Home
Profiles
Research units
Facilities
Federal Grants
Research output
Press/Media
Search by expertise, name or affiliation
Monte Carlo estimation of economic capital
Zachary T. Kaplan
, Yajuan Li
,
Marvin K. Nakayama
Computer Science
Research output
:
Chapter in Book/Report/Conference proceeding
›
Conference contribution
1
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Monte Carlo estimation of economic capital'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Monte Carlo Estimator
100%
Economic Capital
100%
Numerical Results
16%
Central Limit Theorem
16%
Risk Measures
16%
Confidence Interval
16%
Monte Carlo Method
16%
High Probability
16%
Stochastic Model
16%
Two-component
16%
Capital Level
16%
Importance Sampling
16%
Type Representation
16%
Financial Firms
16%
Unexpected Losses
16%
Credit Portfolio
16%
Loss Distribution
16%
Portfolio Loss
16%
Economics, Econometrics and Finance
Monte Carlo Simulation
100%