Risk excess measures induced by hemi-metrics

DOI10.1186/S41546-018-0032-0MaRDI QIDQ2296116zbMATH OpenOpenAlexFDO

Authors Olivier P. Faugeras, Ludger Rüschendorf

Publication date 17 February 2020

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s41546-018-0032-0

zbMATH Keywords

hemi-metricmass transportationrisk measurestochastic order

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

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Cited in

(4)

• How adaptive and reliable is your program?
• A framework to measure the robustness of programs in the unpredictable environment
• Risk quantization by magnitude and propensity
• RobTL: robustness temporal logic for CPS

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