Pages that link to "Item:Q5060520"
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The following pages link to Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520):
Displaying 9 items.
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Worst-case risk with unspecified risk preferences (Q6543159) (← links)