Adjusted Rényi entropic value-at-risk
type: Item
instance of: scholarly article
title: Adjusted Rényi entropic value-at-risk
author: Zhenfeng Zou
author: Qinyu Wu
author: Zichao Xia
author: Taizhong Hu
published in: European Journal of Operational Research
publication date: 2022-12-19T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7633832
zbMATH Keywords: applied probability
zbMATH Keywords: convex risk measure
zbMATH Keywords: coherent risk measure
zbMATH Keywords: risk profile
zbMATH Keywords: increasing convex order
MaRDI profile type: Publication
full work available at URL: j.ejor.2022.08.028
OpenAlex ID: W4293385902
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DOI: 10.1016/J.EJOR.2022.08.028
description: scientific article; zbMATH DE number 7633832