A coherent aggregation framework for stress testing and scenario analysis (Q3004480)
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scientific article; zbMATH DE number 5903442
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| default for all languages | No label defined |
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| English | A coherent aggregation framework for stress testing and scenario analysis |
scientific article; zbMATH DE number 5903442 |
Statements
A Coherent Aggregation Framework for Stress Testing and Scenario Analysis (English)
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3 June 2011
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stress testing
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linear programming
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coherent probabilities
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0.8015756607055664
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0.7568410634994507
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0.7567670941352844
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0.7555970549583435
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0.7389484643936157
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