Quantification of model risk: data uncertainty

DOI10.1007/978-3-319-68445-1_61zbMATH Open1428.91009OpenAlexW2765322531MaRDI 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

samplingRiemannian manifoldcalibrationmodel riskinformation geometry

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) Measures of information, entropy (94A17)

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