Elicitability and its Application in Risk Management

30 July 2017

Papers citing "Elicitability and its Application in Risk Management"

7 / 7 papers shown

Title
Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation Romain Pic Clément Dombry Philippe Naveau Maxime Taillardat AI4TS 77 0 0 30 Jun 2024
Risk-aware linear bandits with convex loss Patrick Saux Odalric-Ambrym Maillard 54 2 0 15 Sep 2022
Point forecasting and forecast evaluation with generalized Huber loss Robert Taggart 67 19 0 27 Aug 2021
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 87 22 0 27 Oct 2020
Evaluating Range Value at Risk Forecasts Tobias Fissler J. Ziegel 58 2 0 12 Feb 2019
Supplement to "Erratum: Higher Order Elicitability and Osband's Principle" Tobias Fissler J. Ziegel 42 7 0 25 Jan 2019
Order-Sensitivity and Equivariance of Scoring Functions Tobias Fissler J. Ziegel 44 28 0 27 Nov 2017