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Two Types of Risk - MaRDI portal

Two Types of Risk (Q5297387)

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scientific article; zbMATH DE number 5172387
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English
Two Types of Risk
scientific article; zbMATH DE number 5172387

    Statements

    title
    Two Types of Risk (English)
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    author
    Boda Kang
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    Jerzy A. Filar
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    publication date
    18 July 2007
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    zbMATH Keywords
    two-sided risk
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    rainfall
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    temperature
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    value-at-risk
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    conditional value-at-risk
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    Type I risk
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    value-of-gain
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    conditional value-of-gain
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    Type II risk
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    assurance
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    scenarios
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    portfolio optimization
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    Identifiers

    zbMATH DE Number
    5172387
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    OpenAlex ID
    W193610221
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