Expert judgement for dependence in probabilistic modelling: A systematic literature review and future research directions

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• 作者：Christoph Werner ; ^a ; ^{christoph.werner@strath.ac.uk} ; Tim Bedford^a ; ^{tim.bedford@strath.ac.uk} ; Roger M. Cooke^b ; ^{Cooke@rff.org} ; Anca M. Hanea^c ; ^{anca.hanea@unimelb.edu.au} ; Oswaldo Morales-Ná ; poles^d ; ^{O.MoralesNapoles@tudelft.nl}
• 关键词：Risk analysis ; Uncertainty modelling ; Dependence elicitation ; Structured expert judgement ; Dependence modelling
• 刊名：European Journal of Operational Research
• 出版年：2017
• 出版时间：1 May 2017
• 年：2017
• 卷：258
• 期：3
• 页码：801-819
• 全文大小：2043 K
• 卷排序：258

文摘

The literature on eliciting dependence for probabilistic modelling in risk analysis and uncertainty modelling is reviewed. A general modelling context which shows how modelling and eliciting dependence are related is presented. Elicitation for quantifying various dependence models is discussed. Dependence parameters that are commonly elicited are reviewed together with the implications for an expert’s assessment burden.