Sharing the value‐at‐risk under distributional ambiguity (Q6054142)
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scientific article; zbMATH DE number 7742865
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sharing the value‐at‐risk under distributional ambiguity |
scientific article; zbMATH DE number 7742865 |
Statements
Sharing the value‐at‐risk under distributional ambiguity (English)
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27 September 2023
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conditional value-at-risk
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distributionally robust optimization
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risk sharing
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value-at-risk
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0.7853876352310181
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0.7511253356933594
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0.7446184754371643
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0.7444786429405212
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0.7430111169815063
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