Stressing dynamic loss models (Q6152707)
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scientific article; zbMATH DE number 7804020
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| default for all languages | No label defined |
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| English | Stressing dynamic loss models |
scientific article; zbMATH DE number 7804020 |
Statements
Stressing dynamic loss models (English)
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13 February 2024
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reverse stress testing
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compound Poisson processes
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KL divergence
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value-at-risk
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conditional value-at-risk
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