Sensitivity analysis of decision making under dependent uncertainties using copulas
Tianyang Wang, James S. Dyer, Warren J. Hahn
| Year of publication: |
November 2017
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|---|---|
| Authors: | Wang, Tianyang ; Dyer, James S. ; Hahn, Warren J. |
| Published in: |
EURO Journal on decision processes. - Berlin : Springer, ISSN 2193-9438, ZDB-ID 2729845-0. - Vol. 5.2017, 1/4, p. 117-139
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| Subject: | Decision anlysis | Sensitivity analysis | Correlations | Dependence | Copulas | Sensitivitätsanalyse | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Entscheidung | Decision | Entscheidung unter Unsicherheit | Decision under uncertainty | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40070-017-0071-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011777820