Convex Risk Measures based on Divergence

25 Mar 2020 Dommel Paul Pichler Alois

Risk measures connect probability theory or statistics to optimization, particularly to convex optimization. They are nowadays standard in applications of finance and in insurance involving risk aversion... (read more)

PDF Abstract
No code implementations yet. Submit your code now


Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper

🤖 No Methods Found Help the community by adding them if they're not listed; e.g. Deep Residual Learning for Image Recognition uses ResNet