Pages that link to "Item:Q4602481"
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The following pages link to Tail Analysis Without Parametric Models: A Worst-Case Perspective (Q4602481):
Displaying 10 items.
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Applying optimization theory to study extremal \(GI/GI/1\) transient mean waiting times (Q2167916) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- The Discrete Moment Problem with Nonconvex Shape Constraints (Q4994156) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)