Tail value-at-risk in uncertain random environment
type: Item
instance of: scholarly article
title: Tail value-at-risk in uncertain random environment
zbMATH Open document ID: 1436.91027
author: Yuhan Liu
author: Dan A. Ralescu
author: Chen Xiao
author: Waichon Lio
published in: Soft Computing
publication date: 2020-07-16T00:00:00Z
Mathematics Subject Classification ID: 91B05
zbMATH DE Number: 7221892
zbMATH Keywords: risk analysis
zbMATH Keywords: uncertainty theory
zbMATH Keywords: chance theory
zbMATH Keywords: tail value-at-risk
MaRDI profile type: Publication
full work available at URL: s00500-018-3492-3
OpenAlex ID: W2890429689
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DOI: 10.1007/S00500-018-3492-3
Wikidata QID: Q129223155
description: scientific article; zbMATH DE number 7221892