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2 résultats pour « ambiguity »

Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics

30 nov. 2022 Autre, statistics, ambiguity, statisticaldivergence, econometrics, variationalpreferences, misspecification, relativeentropy

"We connect variational preferences with the likelihood functions and prior probabilities over parameters that are building blocks of statistics and econometrics."

Stackelberg Reinsurance Chain Under Model Ambiguity

25 août 2022 Autre, uncertainty, reinsurance, ambiguity, variance, mean, premiumprinciple

"... the reinsurance chain with ambiguity aversions in increasing order is optimal from the perspectives of both selfish individual companies and an unselfish central planner."

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