Worst case risk measurement: back to the future? (Q654815)
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scientific article; zbMATH DE number 5991249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst case risk measurement: back to the future? |
scientific article; zbMATH DE number 5991249 |
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Worst case risk measurement: back to the future? (English)
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21 December 2011
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risk measurement
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generalized scenarios
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worst case scenario
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cones
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linear programming
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value-at-risk
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tail-value-at-risk
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exponential premium
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