Using experts' noisy quantile judgments to quantify risks : theory and application to agribusiness
Year of publication: |
September-October 2017
|
---|---|
Authors: | Bansal, Saurabh ; Gutierrez, Genaro J. ; Keiser, John R. |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 65.2017, 5, p. 1115-1130
|
Subject: | expert judgments | quantile judgments | estimating distributions | bootstrap | yield uncertainty | Experten | Experts | Bootstrap-Verfahren | Bootstrap approach | Risiko | Risk | Agroindustrie | Agro-industry | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Risikomanagement | Risk management | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomaß | Risk measure |
-
Cai, Jun, (2024)
-
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter, (2018)
-
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni, (2013)
- More ...
-
Bansal, Saurabh, (2016)
-
Estimating uncertainties using judgmental forecasts with expert heterogeneity
Bansal, Saurabh, (2020)
-
Bansal, Saurabh, (2021)
- More ...