Sensitivity Analysis of Some Applied Probability Models
| Data(s) |
23/01/2014
23/01/2014
2007
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|---|---|
| Resumo |
2000 Mathematics Subject Classi cation: Primary 90C31. Secondary 62C12, 62P05, 93C41. The aim of the paper is two-fold, namely, to give a brief survey of sensitivity analysis methods and to use them for investigation of two input-output models arising in applied probability. The research was partially supported by RBRF grant 07-01-00362 |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 57p-90p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Asymptotically optimal policy #Incomplete information #Input-output model #Insurance #Inventory #Risk measures #Sensitivity analysis #Stability |
| Tipo |
Article |
