Reverse sensitivity testing: what does it take to break the model? (Q1634305)
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scientific article; zbMATH DE number 6994589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reverse sensitivity testing: what does it take to break the model? |
scientific article; zbMATH DE number 6994589 |
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Reverse sensitivity testing: what does it take to break the model? (English)
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18 December 2018
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robustness and sensitivity analysis
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risk management
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value-at-risk
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expected shortfall
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stress testing
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