Coherent Risk Measures Derived from Utility Functions

Yuji Yoshida. Coherent Risk Measures Derived from Utility Functions. In Vicenç Torra, Yasuo Narukawa, Isabel Aguiló, Manuel González Hidalgo, editors, Modeling Decisions for Artificial Intelligence - 15th International Conference, MDAI 2018, Mallorca, Spain, October 15-18, 2018, Proceedings. Volume 11144 of Lecture Notes in Computer Science, pages 15-26, Springer, 2018. [doi]

Abstract

Abstract is missing.