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Estimating Quantile Sensitivities
Operations Research, no. 1 (2009): 118-130
EI
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Quantiles of a random performance serve as important alternatives to the usual expected value. They are used in the financial industry as measures of risk and in the service industry as measures of service quality. To manage the quantile of a performance, we need to know how changes in the input parameters affect the output quantiles, whi...更多
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