Multivariate stress scenarios and solvency (Q414588)
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scientific article; zbMATH DE number 6033251
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate stress scenarios and solvency |
scientific article; zbMATH DE number 6033251 |
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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0.7525484561920166
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0.739902913570404
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0.7146143913269043
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0.7134263515472412
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