Stress scenario selection by empirical likelihood (Q4682990)
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scientific article; zbMATH DE number 6939204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stress scenario selection by empirical likelihood |
scientific article; zbMATH DE number 6939204 |
Statements
Stress scenario selection by empirical likelihood (English)
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19 September 2018
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reverse stress test
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stress scenario
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empirical likelihood
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risk management
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