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Worst-case risk with unspecified risk preferences - MaRDI portal

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Worst-case risk with unspecified risk preferences (Q6543159)

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scientific article; zbMATH DE number 7852754
Language Label Description Also known as
English
Worst-case risk with unspecified risk preferences
scientific article; zbMATH DE number 7852754

    Statements

    title
    Worst-case risk with unspecified risk preferences (English)
    0 references
    author
    Haiyan Liu
    0 references
    publication date
    24 May 2024
    0 references
    zbMATH Keywords
    value-at-risk
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    distortion risk measure
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    preference robust
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    concavity
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    Identifiers

    zbMATH DE Number
    7852754
    0 references
     
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