Elicitability and its Application in Risk Management

30 July 2017

Papers citing "Elicitability and its Application in Risk Management"

4 / 4 papers shown

Title
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings W. Ehm T. Gneiting Alexander I. Jordan Fabian Kruger AI4TS 58 166 0 27 Mar 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 42 328 0 27 Mar 2015
Coherence and elicitability J. Ziegel 80 335 0 07 Mar 2013
Making and Evaluating Point Forecasts T. Gneiting 117 1,055 0 04 Dec 2009