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 |
|---|---|---|---|
| English | Sharing the value‐at‐risk under distributional ambiguity |
scientific article; zbMATH DE number 7742865 |
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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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