Modality for scenario analysis and maximum likelihood allocation
Takaaki Koike, Marius Hofert
| Year of publication: |
2021
|
|---|---|
| Authors: | Koike, Takaaki ; Hofert, Marius |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 97.2021, p. 24-43
|
| Subject: | Risk allocation | Scenario analysis | Variability measure | Conditional distribution | Unimodality | Mode | Szenariotechnik | Theorie | Theory | Allokation | Allocation | Risiko | Risk | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491956