The capacitive method of rare events analysis in the economy
Abstract
The article contains the outline of the study of rare events analysis method by the example of the emergence of demand (purchases) on an arbitrary kind of products originating not regularly, periodically, with the passage of time. The developed method can be universal for any sphere of trade and services. The ability to develop a method is not limited to trade, it can be applied in the analysis of other economic, historical and social events.
Keywords
measure of risk aversion, utility function, non-local characteristics, derivatives of non-integer order
