Robust Actuarial Risk Analysis (Q5742897): Difference between revisions

@@ Property / cites work @@
+Pathwise Sensitivity Analysis in Transient Regimes
+Normal rank
@@ Property / cites work @@
+Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence
+Normal rank
@@ Property / cites work @@
+Robust sample average approximation
@@ Property / cites work: Robust sample average approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inequalities in Probability Theory: A Convex Optimization Approach
+Normal rank
@@ Property / cites work @@
+Bounding separable recourse functions with limited distribution information
+Normal rank
@@ Property / cites work @@
+Sample Out-of-Sample Inference Based on Wasserstein Distance
+Normal rank
@@ Property / cites work @@
+On distributionally robust extreme value analysis
@@ Property / cites work: On distributionally robust extreme value analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying Distributional Model Risk via Optimal Transport
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+MEASURING DISTRIBUTION MODEL RISK
@@ Property / cites work: MEASURING DISTRIBUTION MODEL RISK / rank @@
+Normal rank
@@ Property / cites work @@
+Q4101268
@@ Property / cites work: Q4101268 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
+Normal rank
@@ Property / cites work @@
+Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
+Normal rank
@@ Property / cites work @@
+Bounds for functions of multivariate risks
@@ Property / cites work: Bounds for functions of multivariate risks / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Control with Stochastic Factor Dynamics
+Normal rank
@@ Property / cites work @@
+Robust risk measurement and model risk
@@ Property / cites work: Robust risk measurement and model risk / rank @@
+Normal rank
@@ Property / cites work @@
+BOUNDING WRONG‐WAY RISK IN CVA CALCULATION
@@ Property / cites work: BOUNDING WRONG‐WAY RISK IN CVA CALCULATION / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization and Its Tractable Approximations
+Normal rank
@@ Property / cites work @@
+Robust empirical optimization is almost the same as mean-variance optimization
+Normal rank
@@ Property / cites work @@
+Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
+Normal rank
@@ Property / cites work @@
+Robustness
@@ Property / cites work: Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Dynamic Programming
@@ Property / cites work: Robust Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven chance constrained stochastic program
@@ Property / cites work: Data-driven chance constrained stochastic program / rank @@
+Normal rank
@@ Property / cites work @@
+The Sample Average Approximation Method for Stochastic Discrete Optimization
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
+Normal rank
@@ Property / cites work @@
+Robust Sensitivity Analysis for Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Tail Analysis Without Parametric Models: A Worst-Case Perspective
+Normal rank
@@ Property / cites work @@
+The empirical likelihood approach to quantifying uncertainty in sample average approximation
+Normal rank
@@ Property / cites work @@
+Ambiguous risk constraints with moment and unimodality information
+Normal rank
@@ Property / cites work @@
+Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
+Normal rank
@@ Property / cites work @@
+Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
+Normal rank
@@ Property / cites work @@
+Robust Control of Markov Decision Processes with Uncertain Transition Matrices
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax optimal control of stochastic uncertain systems with relative entropy constraints
+Normal rank
@@ Property / cites work @@
+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
+Normal rank
@@ Property / cites work @@
+Computation of sharp bounds on the distribution of a function of dependent risks
+Normal rank
@@ Property / cites work @@
+Sharp Bounds for Sums of Dependent Risks
@@ Property / cites work: Sharp Bounds for Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
+Normal rank
@@ Property / cites work @@
+Distributionally robust expectation inequalities for structured distributions
+Normal rank
@@ Property / cites work @@
+The complete mixability and convex minimization problems with monotone marginal densities
+Normal rank
@@ Property / cites work @@
+Likelihood robust optimization for data-driven problems
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Convex Optimization
@@ Property / cites work: Distributionally Robust Convex Optimization / rank @@
+Normal rank