Robust Actuarial Risk Analysis
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Publication:5742897
DOI10.1080/10920277.2018.1504686zbMath1411.91266OpenAlexW2911500812WikidataQ128441329 ScholiaQ128441329MaRDI QIDQ5742897
Zhongyi Yuan, Henry Lam, Jose H. Blanchet, Qi-he Tang
Publication date: 8 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2018.1504686
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Model Uncertainty and Correctability for Directed Graphical Models ⋮ Myopic robust index tracking with Bregman divergence ⋮ Worst-case moments under partial ambiguity
Uses Software
Cites Work
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