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搜索结果: 1-13 共查到model uncertainty相关记录13条 . 查询时间(0.078 秒)
A question at the intersection of scientific modeling and public choice is how to deal with uncertainty about model predictions. This "high-level" uncertainty is necessarily value-laden, and thus must...
Model uncertainty is pervasive in quantitative research. Classical statistical theory assumes that only one (true) model is applied to a sample of data. In practice, however, researchers do not know...
Statistical methodology for the design and analysis of clinical Phase II dose response studies, with related software implementation, are well developed for the case of a normally distributed, homosce...
Some real-world insurance products contain a minimum-wealth or an income-stream guarantee, both of which have to he met irrespective of capital market conditions. Therefore, sellers of such products a...
We study dynamic risk measures in a very general framework enabling to model uncertainty and processes with jumps. We previously showed the existence of a canonical equivalence class of probability me...
The framework of this paper is that of uncertainty, that is when no reference probability measure is given. To every convex regular risk measure $\rho$ on ${\cal C}_b(\Omega)$, we associate a canonica...
In this work we assess the uncertainty in modelling the groundwater flow for the Pampa del Tamarugal Aquifer (PTA) – North Chile using a novel and fully integrated multi-model approach aimed at explic...
In this work we assess the uncertainty in modelling the groundwater flow for the Pampa del Tamarugal Aquifer (PTA) – North Chile using a novel and fully integrated multi-model approach aimed at explic...
The political pressure on the scientific community to provide medium to long term flood forecasts has increased in the light of recent flooding events in Europe. Such demands can be met by a system co...
A Bayesian approach to variable selection which is based on the expected Kullback- Leibler divergence between the full model and its projection onto a submodel has recently been suggested in the lit...
In this paper we examine the claims reserving problem using Tweedie’s compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the m...
Many model applications suffer from the fact that although it is well known that model application implies different sources of uncertainty there is no objective criterion to decide whether a model is...

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