Polyhedral coherent risk measures in the case of imprecise scenario estimates
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| Datum: | 2018 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
2018
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| Schriftenreihe: | Cybernetics and Systems Analysis |
| Online Zugang: | 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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open-sciencenbuvgovua-26319 |
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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 |
2025-07-17T14:41:17Z |
| last_indexed |
2025-07-17T14:41:17Z |
| _version_ |
1850413853783883776 |