Tobias Fissler | DeepAI

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Yannick Hoga
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Johanna F. Ziegel
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research

∙ 04/20/2021

Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability

Backtesting risk measure forecasts requires identifiability (for model c...

0 Tobias Fissler, et al. ∙

research

∙ 01/25/2019

Erratum: Higher Order Elicitability and Osband's Principle

This note corrects conditions in Proposition 3.4 and Theorem 5.2(ii) and...

0 Tobias Fissler, et al. ∙

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