Model uncertainty and scenario aggregation
Year of publication: |
2014
|
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Authors: | Cambou, Mathieu ; Filipović, Damir |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | model uncertainty | scenario aggregation | expected shortfall | value-at-risk | statistical divergence | Swiss Solvency Test | Risikomaß | Risk measure | Risiko | Risk | Aggregation | Prognoseverfahren | Forecasting model | Schweiz | Switzerland | Modellierung | Scientific modelling | Theorie | Theory | Szenariotechnik | Scenario analysis | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | Online-Ressource (36 S.) graph. Darst. |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 14,38 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2441328 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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