Reverse sensitivity analysis for risk modelling
Year of publication: |
2022
|
---|---|
Authors: | Pesenti, Silvana M. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 7, Art.-No. 141, p. 1-23
|
Subject: | distortion risk measures | expected utility | Wasserstein distance | robustness and sensitivity analysis | model uncertainty | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Expected utility | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Risikomanagement | Risk management | Messung | Measurement | Risikomodell | Risk model | Entscheidung unter Unsicherheit | Decision under uncertainty |
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