Weighted Scoring Rules and Convex Risk Measures (Q5060508)

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scientific article; zbMATH DE number 7640299
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Weighted Scoring Rules and Convex Risk Measures
scientific article; zbMATH DE number 7640299

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    Weighted Scoring Rules and Convex Risk Measures (English)
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    10 January 2023
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    proper scoring rules
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    utility maximization
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    weighted scoring rules
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    tailored scoring rules
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    convex risk measures
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