论文标题

终生分布的对抗压力测试

Adversarial Stress Testing of Lifetime Distributions

论文作者

Singpurwalla, Nozer

论文摘要

在本文中,我们提出了这样的观点,即应压力测试金融机构和工程系统的概念也可以成为可行的适当的压力测试,从而在概率分布中对个人的定罪力量进行了重视。区别在于解释和观点。为了使我们的案子我们考虑一个游戏理论设置,需要两个玩家,一个对抗性C和一个友好的M.基础指标,需要一种finetti风格的样式2个方面的赌注,以不对称的回报,以赋予终身分布的意义,对对抗性的压力测试的含义,并且可以通过kitding score score score score score score score score score。

In this paper we put forward the viewpoint that the notion of stress testing financial institutions and engineered systems can also be made viable appropos the stress testing an individual's strength of conviction in a probability distribution. The difference is interpretation and perspective. To make our case we consider a game theoretic setup entailing two players, an adversarial C, and an amicable M.The underlying metrics entail a de Finetti style 2 sided bet with asymmetric payoffs as a way to give meaning to lifetime distributions, an adversarial stress testing function, and a maximization of the expected utility of betting scores via the Kullback Liebler discrimination.

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