Sensitivity measures based on scoring functions
Tobias Fissler, Silvana M. Pesenti
| Year of publication: |
2023
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|---|---|
| Authors: | Fissler, Tobias ; Pesenti, Silvana M. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 307.2023, 3 (16.6.), p. 1408-1423
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| Subject: | Consistency | Elicitability | Expected shortfall | Information value | Value-at-Risk | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Informationswert |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282998