FS
2006
13 years 11 months ago
2006
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
ISIPTA
2005
IEEE
14 years 5 months ago
2005
IEEE
Coherent upper and lower previsions are becoming more and more popular as a mathematical model for robust valuations under uncertainty. Likewise, the mathematically equivalent cla...