Sensitivity analysis for ruin probabilities: canonical risk model.

Felisa J. Vázquez-Abad P. LeQuoc

Published in: J. Oper. Res. Soc. (2001)

Keyphrases

sensitivity analysis
theoretical analysis
influence diagrams
computational model
managerial insights
prior knowledge
statistical model
special case
multi objective
cost function
probabilistic model
probability distribution
probabilistic inference
risk assessment