A Novel Scaling Approach for Unbiased Adjustment of Risk Estimators
The paper introduces a new approach to risk scaling, addressing challenges like limited data and heavy tails in risk assessment. It...
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Rechercher
31 oct. 2023
Law-Invariant Return and Star-Shaped Risk Measures
This paper introduces new characterizations for certain types of law-invariant star-shaped functionals, particularly those with...
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