Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507)
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scientific article; zbMATH DE number 6864007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Buffered Probability of Exceedance: Mathematical Properties and Optimization |
scientific article; zbMATH DE number 6864007 |
Statements
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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