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Higher-moment buffered probability - MaRDI portal

Higher-moment buffered probability (Q2329645)

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Higher-moment buffered probability
scientific article

    Statements

    title
    Higher-moment buffered probability (English)
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    publication date
    18 October 2019
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    zbMATH Keywords
    risk measures
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    chance constraints
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    stochastic programming
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    conditional value-at-risk
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    author
    Drew P. Kouri
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    Identifiers

    zbMATH DE Number
    7119180
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    OpenAlex ID
    W2915247303
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    Wikidata QID
    Q128336931
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