Reverse sensitivity testing: what does it take to break the model? (Q1634305): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2785385273 / rank | |||
Normal rank | |||
Revision as of 21:24, 19 March 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
