27 janv. 2023The Probability Conflation: A Reply"We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between...
26 janv. 2023Bayesian Model Selection and Prior Calibration for Structural Models in Economic Experiments"Bayesian estimates from experimental data can be influenced by highly diffuse or "uninformative" priors. This paper discusses how...
26 janv. 2023Aggregating heavy-tailed random vectors: from finite sums to Lévy processes"... we study the behavior of the asymptotic tail distribution of independent sums of heavy-tailed random vectors under the paradigm of...
14 févr. 2022Wann nehme ich welche Verteilung? [When do I take which distribution?]"We portray the distributions that are fundamental for enterprise risk management and describe when they can be used. These include the...