Buffered Probability of Exceedance

Alexander Mafusalov, S. U. (2018). Buffered Probability of Exceedance: Mathematical Properties and Optimization.

Type

Unclassified

Intellectual base

Unclassified

Year

2018

DOI

10.1137/15m1042644

Link

https://doi.org/10.1137/15m1042644

Cited by

1 citation across 1 artifact.

Domain-specific

• Buffered probability of exceedance
  • … that the loss orientation, threshold, distribution, upper or lower convention, atom treatment, and CVaR definition are fixed and the reported probability is the inverse-tail-mean solution. to An applied instance preserves the same invariant under a changed notation, scale, implementation, or empirical setting..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:de76882204ba · see in the full table