Jana Hlavinová | DeepAI

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Featured Co-authors

Tobias Fissler
15 publications
Birgit Rudloff
2 publications

research

∙ 10/16/2019

Forecast Evaluation of Set-Valued Functionals

A functional is elicitable (identifiable) if it is the unique minimiser ...

0 Tobias Fissler, et al. ∙

research

∙ 07/02/2019

Elicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals

This paper is concerned with a two-fold objective. Firstly, we establish...

0 Tobias Fissler, et al. ∙