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A range based Multi-Actor Multicriteria Analysis to incorporate uncertainty in stakeholder based evaluation processes
Baudry, Gino; Macharis, Cathy; Vallée, Thomas - HAL - 2014
Increasing concerns about environmental and social impacts have made multicriteria analysis (MCA) increasingly popular in decision making processes. The present paper proposes a new methodology which allows taking into account multicriteria aspects, stakeholder's preferences and long time...
Persistent link: https://www.econbiz.de/10010821438
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Generalized Choquet-like aggregation functions for handling bipolar scales
Labreuche, Christophe; Grabisch, Michel - HAL - 2006
We are interested in modeling interaction between criteria in Multi-Criteria Decision Making when underlying scales are bipolar. Interacting phenomena involving behavioral bias between attractive and repulsive values are in particular considered here. We show in an example that both the Choquet...
Persistent link: https://www.econbiz.de/10010750754
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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
Emmer, Suzanne; Kratz, Marie; Tasche, Dirk - HAL - 2013
desirable properties of risk measures like coherence, comonotonic additivity, robustness and elicitability. We check VaR, ES and …
Persistent link: https://www.econbiz.de/10010821003
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Robust viable management of a harvested ecosystem model
Regnier, Esther; Lara, Michel De - HAL - 2013
) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically …
Persistent link: https://www.econbiz.de/10011025654
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Income distribution and inequality measurement: The problem of extreme values
Cowell, Frank A.; Flachaire, Emmanuel - HAL - 2007
We examine the statistical performance of inequality indices in the presence of extreme values in the data and show that these indices are very sensitive to the properties of the income distribution. Estimation and inference can be dramatically affected, especially when the tail of the income...
Persistent link: https://www.econbiz.de/10010750417
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On the Robustness of the h-index: a mathematical approach
Courtault, Jean-Michel; Hayek, Naïla - HAL - 2008
is a compound measure of publications and citations. We show the robustness of this index. This means that h …
Persistent link: https://www.econbiz.de/10008791732
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - HAL - 2008
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin …
Persistent link: https://www.econbiz.de/10008791834
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - HAL - 2009
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities. So-called partly shifted risk processes are introduced, and used to derive an explicit...
Persistent link: https://www.econbiz.de/10008792404
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Robustness and sensitivity analysis of risk measurement procedures
Cont, Rama; Deguest, Romain; Scandolo, Giacomo - HAL - 2010
robustness of risk measurement procedures and their sensitivity to changes in the data set. Our results point to a conflict … between subadditivity and robustness of risk measurement procedures and show that the same risk measure may exhibit quite … Risk. We also propose alternative risk measurement procedures which possess the robustness property. …
Persistent link: https://www.econbiz.de/10008793218
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Managing knowledge management tools: a systematic classification and comparison
Xu, Yang; Bernard, Alain; PERRY, Nicolas; Lian, Lian - HAL - 2011
suitable. As a result, KM tools should be managed, so this paper aims at making a systematic classification and comparison …
Persistent link: https://www.econbiz.de/10010899146