Coherent Risk Measures Derived from Utility Functions

DOI10.1007/978-3-030-00202-2_2MaRDI QIDQ6109634zbMATH OpenOpenAlexFDO

Authors Yuji Yoshida

Publication date 28 July 2023

Published in Modeling Decisions for Artificial Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-00202-2_2

Mathematics Subject Classification ID

Utility theory (91B16) Statistical methods; risk measures (91G70)

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