Stochastic Environmental Research and Risk Assessment · 2017 · 11 citations · 28 references
BusinessDecision SciencesWater Resources ManagementStochastic ModelingStochastic ProcessesUncertainty QuantificationOptimization Under UncertaintyRisk AversionRisk-sensitive Decision MakingStochastic OptimizationStochastic ProgrammingWater Risk ManagementAgricultural Water Risk ManagementOptimization Under Hydrologic UncertaintyRisk Aversion Estimation
28
Conditional value-at-risk for general loss distributions
R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
Business, Finance, Risk Management +14