Two Types of Risk (Q5297387)
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scientific article; zbMATH DE number 5172387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Types of Risk |
scientific article; zbMATH DE number 5172387 |
Statements
Two Types of Risk (English)
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18 July 2007
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two-sided risk
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rainfall
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temperature
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value-at-risk
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conditional value-at-risk
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Type I risk
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value-of-gain
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conditional value-of-gain
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Type II risk
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assurance
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scenarios
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portfolio optimization
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