Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
Year of publication: |
2021
|
---|---|
Authors: | Pesenti, Silvana M. ; Bettini, Alberto ; Millossovich, Pietro ; Tsanakas, Andreas |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 2, p. 458-483
|
Subject: | Kullback-Leibler divergence | Risk measures | Sensitivity analysis | Sensitivity measures | Stress testing | Sensitivitätsanalyse | Messung | Measurement | Schätztheorie | Estimation theory | Risiko | Risk |
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