Conditional dominance criteria: definition and application to risk-management
نویسندگان
چکیده
منابع مشابه
Decision criteria in risk analysis : an application of stochastic dominance with respect to a function
متن کامل
A Preferred Definition of Conditional Rényi Entropy
The Rényi entropy is a generalization of Shannon entropy to a one-parameter family of entropies. Tsallis entropy too is a generalization of Shannon entropy. The measure for Tsallis entropy is non-logarithmic. After the introduction of Shannon entropy , the conditional Shannon entropy was derived and its properties became known. Also, for Tsallis entropy, the conditional entropy was introduced a...
متن کاملconstruction and validation of translation metacognitive strategy questionnaire and its application to translation quality
like any other learning activity, translation is a problem solving activity which involves executing parallel cognitive processes. the ability to think about these higher processes, plan, organize, monitor and evaluate the most influential executive cognitive processes is what flavell (1975) called “metacognition” which encompasses raising awareness of mental processes as well as using effectiv...
Conditional Stochastic Dominance Testing
This article proposes bootstrap-based stochastic dominance tests for nonparametric conditional distributions and their moments. We exploit the fact that a conditional distribution dominates the other if and only if the di¤erence between the marginal joint distributions is monotonic in the explanatory variable for each value of the dependent variable. The proposed test statistic compares restric...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 1999
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(99)00013-x