Quantification of model risk: data uncertainty

DOI10.1007/978-3-319-68445-1_61zbMath1428.91009MaRDI QIDQ1689190

Peng Zhang

Publication date: 12 January 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-68445-1_61

zbMATH Keywords

sampling; Riemannian manifold; calibration; model risk; information geometry

Mathematics Subject Classification ID

62H99: Multivariate analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B06: Decision theory

94A17: Measures of information, entropy