Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation
| Year of publication: |
2021
|
|---|---|
| Authors: | Werner, Christoph ; Bedford, Tim ; Quigley, John |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 72.2021, 4, p. 889-907
|
| Subject: | cognitive mapping | dependence modelling | stochastic systems | structured expert judgement | Uncertainty modelling | Theorie | Theory | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Kognition | Cognition | Multivariate Verteilung | Multivariate distribution |
-
Werner, Christoph, (2017)
-
Distributionally Robust Portfolio Optimization under Marginal and Copula Ambiguity
Fan, Zhengyang, (2022)
-
Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals
Alexeev, Vitali, (2021)
- More ...
-
Werner, Christoph, (2017)
-
A performance-centred approach to optimising maintenance of complex systems
Barlow, E., (2021)
-
Expert Judgement in Risk and Decision Analysis
Hanea, Anca M., (2021)
- More ...