Modality for scenario analysis and maximum likelihood allocation

DOI10.1016/j.insmatheco.2020.12.004zbMath1460.91227arXiv2005.02950OpenAlexW3119186372MaRDI QIDQ2657014

Takaaki Koike, Marius Hofert

Publication date: 17 March 2021

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.02950

zbMATH Keywords

conditional distributionunimodalitymoderisk allocationscenario analysisvariability measure

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Uses Software

• QRM

Cites Work

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