The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios
Download full text from publisher
References listed on IDEAS
- Cornet, B., 1984. "Existence of equilibria in economies with increasing returns," CORE Discussion Papers 1984007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- repec:dau:papers:123456789/5649 is not listed on IDEAS
- repec:dau:papers:123456789/5646 is not listed on IDEAS
- Khan, M Ali, 1999.
" The Mordukhovich Normal Cone and the Foundations of Welfare Economics,"
Journal of Public Economic Theory,
Association for Public Economic Theory, vol. 1(3), pages 309-338.
- M Ali Khan, 1998. "The Murdukovich Normal Cone and the Foundations of Welfare Economics," Economics Working Paper Archive 404, The Johns Hopkins University,Department of Economics.
- Bonnisseau, Jean-Marc & Cornet, Bernard, 1990.
"Existence of Marginal Cost Pricing Equilibria: The Nonsmooth Case,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 685-708, August.
- Bonnisseau, J.-M. & Cornet, B., 1988. "Existense of marginal cost pricing equilibria: the nonsmooth case," CORE Discussion Papers 1988015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Guesnerie, Roger, 1975. "Pareto Optimality in Non-Convex Economies," Econometrica, Econometric Society, vol. 43(1), pages 1-29, January.
- Cornet, B., 1986. "The second welfare theorem in nonconvex economies," CORE Discussion Papers 1986030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jouini, Elyes, 1989.
"A remark on Clarke's normal cone and the marginal cost pricing rule,"
Journal of Mathematical Economics,
Elsevier, vol. 18(1), pages 95-101, February.
- Jouini, Elyes, 1988. "A remark on Clarke's normal cone and the marginal cost pricing rule," Journal of Mathematical Economics, Elsevier, vol. 17(2-3), pages 309-315, April.
More about this item
Keywordsrisk measures; Operational Risk; Loss Distribution Approach; Bayesian inference; Marchov Chain Monte Carlo; Extreme Value Theory; non-parametric statistics; EVT; statistiques non paramétriques; MCMC; inférence Bayésienne; Risques opérationnels; mesures de risque;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:cesptp:halshs-00795046. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.