A theory of multivariate stress testing (Q6982801)
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scientific article; zbMATH DE number 8041860
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A theory of multivariate stress testing |
scientific article; zbMATH DE number 8041860 |
Statements
A theory of multivariate stress testing (English)
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16 May 2025
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dependence
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probability distortion
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risk measure
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sensitivity analysis
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stress testing
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systemic risk
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