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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
+Normal rank
@@ Property / cites work @@
+On additive principles of zero utility
@@ Property / cites work: On additive principles of zero utility / rank @@
+Normal rank
@@ Property / cites work @@
+On Cramér's theorem for capacities
@@ Property / cites work: On Cramér's theorem for capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-case large-deviation asymptotics with application to queueing and information theory
+Normal rank
@@ Property / cites work @@
+Robust large deviations performance analysis for large sample detectors
+Normal rank
@@ Property / cites work @@
+Some Minimax Theorems.
@@ Property / cites work: Some Minimax Theorems. / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3173994