Probabilistic inversion of expert judgments in the quantification of model uncertainty

DOI10.1287/MNSC.1050.0370MaRDI QIDQ3115475zbMATH OpenOpenAlexFDO

Authors Bernd Kraan, Tim Bedford

Publication date 21 February 2012

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.1050.0370

zbMATH Keywords

credit scoringinterior point methodmultivariate distributionsuncertainty analysis

Mathematics Subject Classification ID

Applications of statistics (62P99) Management decision making, including multiple objectives (90B50) Interior-point methods (90C51)

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(4)

• Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions
• Multithreat multisite protection: a security case study
• Optimization-based calibration of simulation input models
• Techniques for generic probabilistic inversion

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