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Maximum Entropy Principle with General Deviation Measures
Grechuk, Bogdan; Molyboha, Anton; Zabarankin, Michael - In: Mathematics of operations research 34 (2009) 2, pp. 445-467
Persistent link: https://www.econbiz.de/10008255202
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Risk tuning with generalized linear regression
Rockafellar, Ralph Tyrrell; Uryasev, Stan; Zabarankin, … - In: Mathematics of operations research 33 (2008) 3, pp. 712-729
Persistent link: https://www.econbiz.de/10003766321
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Risk Tuning with Generalized Linear Regression
Rockafellar, R.Tyrrell; Uryasev, Stan; Zabarankin, Michael - In: Mathematics of operations research 33 (2008) 3, pp. 712-729
Persistent link: https://www.econbiz.de/10008096201