ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
+Normal rank
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+On additive principles of zero utility
@@ Property / cites work: On additive principles of zero utility / rank @@
+Normal rank
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+On Cramér's theorem for capacities
@@ Property / cites work: On Cramér's theorem for capacities / rank @@
+Normal rank
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+Worst-case large-deviation asymptotics with application to queueing and information theory
+Normal rank
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+Robust large deviations performance analysis for large sample detectors
+Normal rank
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+Some Minimax Theorems.
@@ Property / cites work: Some Minimax Theorems. / rank @@
+Normal rank