Pages that link to "Item:Q5258948"
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The following pages link to Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948):
Displayed 12 items.
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Risk minimization, regret minimization and progressive hedging algorithms (Q2189451) (← links)
- A novel solution approach with ML-based pseudo-cuts for the flight and maintenance planning problem (Q2241911) (← links)
- Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)