Stress tests. From arts to science
Author: | Thomas Breuer, Imre Csiszar |
---|---|
DOI: | https://doi.org/10.2139/ssrn.1328022 |
Document Type: | Report |
Language: | English |
Year of publication: | 2010 |
Release Date: | 2018/11/22 |
Tag: | Levenberg-Marquardt algorithm; Model risk; Multiple priors; Relative entropy; Risk measures; Scenario analysis; Worst case; ambiguity aversion; maximum entropy principle |
Organisationseinheit: | Technik / Department of Computer Science (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik) |
Forschung / Forschungszentrum Business Informatics | |
Technik / Technik | Engineering & Technology | |
Publicationlist: | Breuer, Thomas |