Weighted Scoring Rules and Convex Risk Measures (Q5060508): Difference between revisions

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+https://doi.org/10.1287/opre.2021.2190
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+W4205624533
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+Entropic value-at-risk: a new coherent risk measure
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+Coherent Measures of Risk
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+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+An Overview of Applications of Proper Scoring Rules
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+Proper local scoring rules on discrete sample spaces
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+Convex measures of risk and trading constraints
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+Compatible weighted proper scoring rules
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+Optimal expected utility risk measures
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+Strictly Proper Scoring Rules, Prediction, and Estimation
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+Minimax and minimal distance martingale measures and their relationship to portfolio optimization
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+A Probability Scoring Rule for Simultaneous Events
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+Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
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+Proper Scores for Probability Forecasters
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+Focusing on regions of interest in forecast evaluation
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+Tailored Scoring Rules for Probabilities
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+Evaluating Quantile Assessments
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+Scoring Rules, Generalized Entropy, and Utility Maximization
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+MEASURES OF THE VALUE OF INFORMATION
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+Convex Analysis
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+Elicitation of Personal Probabilities and Expectations
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+Axiomatic characterization of the quadratic scoring rule
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+Scoring rules and the evaluation of probabilities. (With discussion)
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