Polyhedral coherent risk measures in the case of imprecise scenario estimates

Збережено в:
Бібліографічні деталі
Дата:2018
Автор: V. S. Kiriljuk
Формат: Стаття
Мова:English
Опубліковано: 2018
Назва видання:Cybernetics and Systems Analysis
Онлайн доступ:http://jnas.nbuv.gov.ua/article/UJRN-0000863961
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling open-sciencenbuvgovua-263192024-02-27T21:44:08Z Polyhedral coherent risk measures in the case of imprecise scenario estimates V. S. Kiriljuk 1019-5262 2018 en Cybernetics and Systems Analysis http://jnas.nbuv.gov.ua/article/UJRN-0000863961 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Cybernetics and Systems Analysis
spellingShingle Cybernetics and Systems Analysis
V. S. Kiriljuk
Polyhedral coherent risk measures in the case of imprecise scenario estimates
format Article
author V. S. Kiriljuk
author_facet V. S. Kiriljuk
author_sort V. S. Kiriljuk
title Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_short Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_full Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_fullStr Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_full_unstemmed Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_sort polyhedral coherent risk measures in the case of imprecise scenario estimates
publishDate 2018
url http://jnas.nbuv.gov.ua/article/UJRN-0000863961
work_keys_str_mv AT vskiriljuk polyhedralcoherentriskmeasuresinthecaseofimprecisescenarioestimates
first_indexed 2024-03-30T08:11:49Z
last_indexed 2024-03-30T08:11:49Z
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