Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
In this paper, we define several disclosure risk measures for microdata. We will analyze disclosure risk based on the disclosure control techniques applied to initial microdata. D...
Traian Marius Truta, Farshad Fotouhi, Daniel C. Ba...
Statistical database protection is a part of information security which tries to prevent published statistical information (tables, individual records) from disclosing the contrib...
Because of their simplicity, risk measures are often employed in financial risk evaluations and related decisions. In fact, the risk measure ρ(X) of a random variable X is a rea...