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  • Search: subject:"quantilebasedrisk measures"
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Year of publication
Subject
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expectation maximization algorithm 2 finite mixture models 2 opinion pooling 2 quantilebasedrisk measures 2 Algorithm 1 Algorithmus 1 Experten 1 Experts 1 Measurement 1 Messung 1 Modellierung 1 Risikomaß 1 Risk measure 1 Scientific modelling 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Barrieu, Pauline 2 Makariou, Desponia 2 Tzougas, George 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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A finite mixture modelling perspective for combining experts' opinions with an application to quantile-based risk measures
Makariou, Desponia; Barrieu, Pauline; Tzougas, George - In: Risks 9 (2021) 6, pp. 1-25
The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to...
Persistent link: https://www.econbiz.de/10013200781
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Cover Image
A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures
Makariou, Desponia; Barrieu, Pauline; Tzougas, George - In: Risks : open access journal 9 (2021) 6, pp. 1-25
The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to...
Persistent link: https://www.econbiz.de/10012598418
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