Multivariate stress scenarios and solvency (Q414588)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate stress scenarios and solvency |
scientific article; zbMATH DE number 6033251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stress scenarios and solvency |
scientific article; zbMATH DE number 6033251 |
Statements
Multivariate stress scenarios and solvency (English)
0 references
11 May 2012
0 references
stress testing
0 references
Solvency II
0 references
risk measures
0 references
convex analysis
0 references
scenario sets
0 references
0 references
