The Foundations of Probability with Black Swans
We extend the foundation of probability in samples with rare events that are potentially catastrophic, called black swans, such as natural hazards, market crashes, catastrophic climate change, and species extinction. Such events are generally treated as ‘‘outliers’’ and disregarded. We propose a new...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Wiley
2010-01-01
|
| Collection: | Journal of Probability and Statistics |
| Accès en ligne: | http://dx.doi.org/10.1155/2010/838240 |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|