Pages that link to "Item:Q4995077"
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The following pages link to Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077):
Displaying 5 items.
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Computation of expected shortfall by fast detection of worst scenarios (Q5014243) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)