Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507): Difference between revisions

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scientific article; zbMATH DE number 6864007
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Buffered Probability of Exceedance: Mathematical Properties and Optimization
scientific article; zbMATH DE number 6864007

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    Buffered Probability of Exceedance: Mathematical Properties and Optimization (English)
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    24 April 2018
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    probability of exceedance
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    buffered probability of exceedance
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    bPOE
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    conditional value-at-risk
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    superquantile
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    superdistribution
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