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Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish - In: Finance research letters 55 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
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Estimating risk preferences of bettors with different bet sizes
Feess, Eberhard; Müller, Helge; Schumacher, Christoph - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1102-1112
Persistent link: https://www.econbiz.de/10011439308
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Chapter 2. Errors in probabilistic reasoning and judgment biases
Benjamin, Daniel J. - 2019
modern behavioral economics. This chapter reviews theory and evidence on this topic, with the goal of facilitating more … processes, biases in belief updating, the representativeness heuristic as a possible unifying theory, and interactions between … for (and against) each putative bias, and I highlight when and how different biases may be related to each other. The …
Persistent link: https://www.econbiz.de/10014023386
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Large deviations for risk measures in finite mixture models
Bignozzi, Valeria; Macci, Claudio; Petrella, Lea - In: Insurance / Mathematics & economics 80 (2018), pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
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Probabilistic approach to measuring early-warning signals of systemic contagion risk
Hui, Cho H.; Lo, Chi-Fai; Zheng, Xiao-Fen; Fong, Tom - In: International journal of financial engineering 5 (2018) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10011922985
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A multivariate tail covariance measure for elliptical distributions
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer - In: Insurance / Mathematics & economics 81 (2018), pp. 27-35
Persistent link: https://www.econbiz.de/10011904613
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Compound unimodal distributions for insurance losses
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello - In: Insurance / Mathematics & economics 81 (2018), pp. 95-107
Persistent link: https://www.econbiz.de/10011904625
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Distributional transforms, probability distortions, and their applications
Liu, Peng; Schied, Alexander; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 4, pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
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Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
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Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy; Shushi, Tomer - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 6-24
Persistent link: https://www.econbiz.de/10013187281