Concepedia

Mathematical Methods in Risk Theory.

R. E. Beard, H. Buhlmann

Journal of the Royal Statistical Society Series A (General) · 1971 · 508 citations · 0 references

Concepts

BusinessFinanceMathematicsFinancial EconomicsProbability TheoryRisk AnalysisDecision Under RiskFinancial RiskRisk AversionRisk MeasurementRisk ModelingRisk TheoryDecision Analysis Under RiskRisk Measure TheoryRisk Theory ModelsRisk-sensitive Bellman EquationsRisk-sensitive Value Functions