954 search results - page 2 / 191 » Conditional Risk Mappings |
ANOR
2007
13 years 5 months ago
2007
IJAR
2008
13 years 4 months ago
2008
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
CIMCA
2006
IEEE
13 years 11 months ago
2006
IEEE
In decision making under risk, people prefer the risk aversive choices for gains and the risk seeking choices for losses. This paper presents an analysis describing that those cho...
ORL
2010
13 years 1 days ago
2010
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...
WSC
2007
13 years 7 months ago
2007
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...