The following pages link to Entropy based risk measures (Q2183329):
Displaying 12 items.
- On the relationship between entropy, demand uncertainty, and expected loss (Q319648) (← links)
- A measure of risk and a decision-making model based on expected utility and entropy (Q1767702) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (Q2242773) (← links)
- (Q4698830) (← links)
- (Q5715915) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
- Numerical analysis of an extended mean field game for harvesting common fishery resource (Q6549873) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
