نتایج جستجو برای: risk measurement

تعداد نتایج: 1348568  

Journal: :Operations Research 2016
Steven Kou Xian Hua Peng

This paper attempts to provide a decision-theoretic foundation for the measurement of economic tail risk, which is not only closely related to utility theory but also relevant to statistical model uncertainty. The main result is that the only tail risk measure that satisfies a set of economic axioms for the Choquet expected utility and the statistical property of elicitability (i.e. there exist...

Journal: :Journal of Survey Statistics and Methodology 2017

Journal: :American Journal of Agricultural Economics 1980

Journal: :STUDIES AND SCIENTIFIC RESEARCHES. ECONOMICS EDITION 2009

Journal: :Insurance: Mathematics and Economics 2015

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