Extreme events and entropy: a multiple quantile utility model (Q648372)
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scientific article; zbMATH DE number 5976299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme events and entropy: a multiple quantile utility model |
scientific article; zbMATH DE number 5976299 |
Statements
Extreme events and entropy: a multiple quantile utility model (English)
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22 November 2011
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ambiguity
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entropy
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extreme events
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multiple priors
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quantiles
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