Towards Approximation of Risk

DOI10.1007/978-3-540-88425-5_33MaRDI QIDQ3541058zbMATH OpenOpenAlexFDO

Authors Marcin Szczuka

Publication date 25 November 2008

Published in Rough Sets and Current Trends in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-88425-5_33

zbMATH Keywords

approximationempirical riskgranularityloss functionneighbourhoodrisk assessment

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Reasoning under uncertainty in the context of artificial intelligence (68T37) Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.) (68U35)

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Cites work

• Dynamic decision making when risk perception depends on past experience
• scientific article; zbMATH DE number 53312 (Why is no real title available?)
• scientific article; zbMATH DE number 3443893 (Why is no real title available?)
• scientific article; zbMATH DE number 2104637 (Why is no real title available?)
• scientific article; zbMATH DE number 5499355 (Why is no real title available?)

Cited in

(9)

• Approximation of some multivariate risk measures for Gaussian risks
• Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model
• Toward categorical risk measure theory
• Approximating the solution of an integral equation arising in the theory of risk: A comment
• scientific article; zbMATH DE number 2144393 (Why is no real title available?)
• scientific article; zbMATH DE number 5587327 (Why is no real title available?)
• Existence and uniqueness of risk-sensitive estimates
• A Functional Approach to Approximations for the Individual Risk Model
• High level quantile approximations of sums of risks

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