Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507)
From MaRDI portal
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)
0 references
24 April 2018
0 references
probability of exceedance
0 references
buffered probability of exceedance
0 references
bPOE
0 references
conditional value-at-risk
0 references
superquantile
0 references
superdistribution
0 references
0 references
0 references
