Weighted scoring rules and convex risk measures
Zachary J. Smith, J. Eric Bickel
| Year of publication: |
2022
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|---|---|
| Authors: | Smith, Zachary J. ; Bickel, J. Eric |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 6, p. 3371-3385
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| Subject: | convex risk measures | Decision Analysis | proper scoring rules | tailored scoring rules | utility maximization | weighted scoring rules | Theorie | Theory | Abstimmungsregel | Voting rule | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2190 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307829