Sensitivity analysis of decision making under dependent uncertainties using copulas
Year of publication: |
November 2017
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Authors: | Wang, Tianyang ; Dyer, James S. ; Hahn, Warren J. |
Published in: |
EURO Journal on decision processes. - Berlin : Springer, ISSN 2193-9438, ZDB-ID 2729845-0. - Vol. 5.2017, 1/4, p. 117-139
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Subject: | Decision anlysis | Sensitivity analysis | Correlations | Dependence | Copulas | Multivariate Verteilung | Multivariate distribution | Sensitivitätsanalyse | Entscheidung | Decision | Theorie | Theory | Korrelation | Correlation | Entscheidung unter Unsicherheit | Decision under uncertainty |
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