Paolacci, Gabriele; André, Quentin. Probabilistic Outcomes Are Valued Less in Expectation, Even Conditional on Their Realization. Management Science. Nov2024, Vol. 70 Issue 11, p7524-7536. Most ...

For any finitely additive probability measure to be disintegrable, that is, to be an average with respect to some marginal distribution of a system of finitely additive conditional probabilities, it ...

The purpose of this note is to show that Neveu's uniform inequality for conditional expectations can be sharpened and extended to arbitrary conditioning sub-$\sigma$-fields. An application of this ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...

This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics, BSc in Mathematics, ...