Polyhedral coherent risk measures in the case of imprecise scenario estimates

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Bibliographic Details
Date:2018
Main Author: V. S. Kiriljuk
Format: Article
Language:English
Published: 2018
Series:Cybernetics and Systems Analysis
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000863961
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Journal Title: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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author V. S. Kiriljuk
author_facet V. S. Kiriljuk
author_sort V. S. Kiriljuk
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
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publishDate 2018
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series Cybernetics and Systems Analysis
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
spellingShingle Cybernetics and Systems Analysis
V. S. Kiriljuk
Polyhedral coherent risk measures in the case of imprecise scenario estimates
title 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_short Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_sort polyhedral coherent risk measures in the case of imprecise scenario estimates
url http://jnas.nbuv.gov.ua/article/UJRN-0000863961
work_keys_str_mv AT vskiriljuk polyhedralcoherentriskmeasuresinthecaseofimprecisescenarioestimates