Multivariate stress scenarios and solvency (Q414588)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stress scenarios and solvency |
scientific article |
Statements
Multivariate stress scenarios and solvency (English)
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11 May 2012
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stress testing
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Solvency II
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risk measures
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convex analysis
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scenario sets
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