Robust risk aggregation with neural networks

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ECKSTEIN, Stephan, Michael KUPPER, Mathias POHL, 2020. Robust risk aggregation with neural networks. In: Mathematical Finance. Wiley. ISSN 0960-1627. eISSN 1467-9965. Available under: doi: 10.1111/mafi.12280

@article{Eckstein2020-06-13Robus-50084, title={Robust risk aggregation with neural networks}, year={2020}, doi={10.1111/mafi.12280}, issn={0960-1627}, journal={Mathematical Finance}, author={Eckstein, Stephan and Kupper, Michael and Pohl, Mathias} }

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