Deconstructing systemic risk: A reverse stress testing approach

  1. Ojea-Ferreiro, J.
Livre:
Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020

ISBN: 9783030789640

Année de publication: 2021

Pages: 369-375

Type: Chapitre d'ouvrage

DOI: 10.1007/978-3-030-78965-7_54 GOOGLE SCHOLAR