Bellemare, Charles; Bissonnette, Luc; Kroger, Sabine - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
We use spline interpolation to approximate the subjective cumulative distribution function of an economic agent over the future realization of a continuous (possibly censored) random variable. The method proposed exploits information collected using a small number of probability questions on...
