Reverse sensitivity testing: what does it take to break the model? (Q1634305): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q129107852, #quickstatements; #temporary_batch_1723945101418 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q129107852 / rank | |||
Normal rank | |||
Latest revision as of 02:40, 18 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reverse sensitivity testing: what does it take to break the model? |
scientific article |
Statements
Reverse sensitivity testing: what does it take to break the model? (English)
0 references
18 December 2018
0 references
robustness and sensitivity analysis
0 references
risk management
0 references
value-at-risk
0 references
expected shortfall
0 references
stress testing
0 references
