Convolution bounds on quantile aggregation
Jose Blanchet, Henry Lam, Yang Liu, Ruodu Wang
| Year of publication: |
2025
|
|---|---|
| Authors: | Blanchet, Jose ; Lam, Henry ; Liu, Yang ; Wang, Ruodu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 5, p. 2761-2781
|
| Subject: | Stochastic Models | duality | model uncertainty | convolution | dependence structure | range value at risk | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Risiko | Risk | Aggregation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.0765 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550511