TY  - RPRT
U1  - Forschungsbericht
A1  - Breuer, Thomas
A1  - Csiszar, Imre
T1  - Stress tests. From arts to science
KW  - Model risk
KW  - maximum entropy principle
KW  - Multiple priors
KW  - Relative entropy
KW  - ambiguity aversion
KW  - Levenberg-Marquardt algorithm
KW  - Risk measures
KW  - Scenario analysis
KW  - Worst case
Y2  - 2010
U6  - https://doi.org/10.2139/ssrn.1328022
DO  - https://doi.org/10.2139/ssrn.1328022
ER  -