Worst-Case Range Value-at-Risk with Partial Information (Q4635247)
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scientific article; zbMATH DE number 6860072
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| English | Worst-Case Range Value-at-Risk with Partial Information |
scientific article; zbMATH DE number 6860072 |
Statements
Worst-Case Range Value-at-Risk with Partial Information (English)
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16 April 2018
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model uncertainty
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risk aggregation
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range value-at-risk
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value-at-risk
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tail value-at-risk
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convex order
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