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Time-inconsistent multistage stochastic programs: Martingale bounds. 智库出版物
2016
作者:  Pflug GC;  Pichler A
收藏  |  浏览/下载:6/0  |  提交时间:2019/06/18
Stochastic optimization  risk measure  Average Value-at-Risk  dynamic programming  time consistency  
Risk-adjusted approaches for planning sustainable agricultural development. 智库出版物
2009
作者:  Fischer G;  Ermolieva T;  Ermoliev Y;  Sun L
收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
Agricultural production  CVaR risk measure  Downscaling  Risks  Robust decisions  Safety constraints  
DP2148 Consumption Insurance or Consumption Mobility 智库出版物
1999
作者:  Tullio Jappelli;  Luigi Pistaferri
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Aggregation of risks  Capital requirements  Extreme value theory  Financial crises  Financial regulation  Measure of risk  Risk management  Stress testing  Value at risk