Model uncertainty and scenario aggregation (Q6497105)
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scientific article; zbMATH DE number 7842767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model uncertainty and scenario aggregation |
scientific article; zbMATH DE number 7842767 |
Statements
Model uncertainty and scenario aggregation (English)
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6 May 2024
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model uncertainty
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scenario aggregation
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expected shortfall
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value-at-risk
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statistical divergence
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Swiss Solvency Test
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0.7885503768920898
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0.7749269604682922
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0.7296939492225647
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0.7262959480285645
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0.7259516716003418
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