A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures.

Makariou, DespoinaDespoinaMakariouBarrieu, PaulinePaulineBarrieuTzougas, GeorgeGeorgeTzougas2023-04-132023-04-132021-05-28https://www.alexandria.unisg.ch/handle/20.500.14171/110383https://doi.org/10.3390/risks9060115enopinion poolingfinite mixture modelsexpectation maximization algorithmquantile-based risk measuresA Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures.journal article