Sensitivity analysis with \(\chi^2\)-divergences (Q2234772): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.06.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3119245296 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5601960 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula based hierarchical risk aggregation through sample reordering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic sensitivity measures as information value / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity analysis: a review of recent advances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5539510 / rank
 
Normal rank
Property / cites work
 
Property / cites work: I-divergence geometry of probability distributions and minimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inside the Solvency 2 black box: net asset values and solvency capital requirements with a least-squares Monte-Carlo approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust risk measurement and model risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerically stable dual method for solving strictly convex quadratic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Quantile Sensitivities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Information and Sufficiency / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Divergences and Informations in Statistics and Information Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3688092 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5253267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reverse sensitivity testing: what does it take to break the model? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical emulators for pricing and hedging longevity risk products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5444939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4950363 / rank
 
Normal rank

Latest revision as of 21:15, 26 July 2024

scientific article
Language Label Description Also known as
English
Sensitivity analysis with \(\chi^2\)-divergences
scientific article

    Statements

    Sensitivity analysis with \(\chi^2\)-divergences (English)
    0 references
    0 references
    0 references
    0 references
    19 October 2021
    0 references
    sensitivity analysis
    0 references
    \(\chi^2\)-divergence
    0 references
    Kullback-Leibler divergence
    0 references
    simulation
    0 references
    sensitivity measures
    0 references
    reverse stress testing
    0 references
    0 references
    0 references

    Identifiers