Coherent Risk Measures Derived from Utility Functions

DOI10.1007/978-3-030-00202-2_2zbMath1520.91437OpenAlexW2890252705MaRDI QIDQ6109634

Yuji Yoshida

Publication date: 28 July 2023

Published in: Modeling Decisions for Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-00202-2_2

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Utility theory (91B16)

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