Two Types of Risk

DOI10.1007/0-387-33815-2_7zbMath1114.91060OpenAlexW193610221MaRDI QIDQ5297387

Boda Kang, Jerzy A. Filar

Publication date: 18 July 2007

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-33815-2_7

zbMATH Keywords

temperatureportfolio optimizationvalue-at-riskscenariosconditional value-at-riskrainfallassuranceType I riskType II riskconditional value-of-gaintwo-sided riskvalue-of-gain

Mathematics Subject Classification ID

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