Reverse sensitivity testing : what does it take to break the model?
Year of publication: |
2019
|
---|---|
Authors: | Pesenti, Silvana M. ; Millossovich, Pietro ; Tsanakas, Andreas |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 274.2019, 2 (16.4.), p. 654-670
|
Subject: | Robustness and sensitivity analysis | Risk management | Value-at-Risk | Expected Shortfall | Stress testing | Risikomanagement | Theorie | Theory | Risikomaß | Risk measure | Sensitivitätsanalyse | Sensitivity analysis | Strukturbruch | Structural break |
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