Distortion risk measure under parametric ambiguity (Q6096640)
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scientific article; zbMATH DE number 7737927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distortion risk measure under parametric ambiguity |
scientific article; zbMATH DE number 7737927 |
Statements
Distortion risk measure under parametric ambiguity (English)
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15 September 2023
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risk analysis
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extreme-case risk measure
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distortion function
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moment uncertainty
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robust optimization
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