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]
@inproceedings{Yoshida18-1, title = {Coherent Risk Measures Derived from Utility Functions}, author = {Yuji Yoshida}, year = {2018}, doi = {10.1007/978-3-030-00202-2_2}, url = {https://doi.org/10.1007/978-3-030-00202-2_2}, researchr = {https://researchr.org/publication/Yoshida18-1}, cites = {0}, citedby = {0}, pages = {15-26}, booktitle = {Modeling Decisions for Artificial Intelligence - 15th International Conference, MDAI 2018, Mallorca, Spain, October 15-18, 2018, Proceedings}, editor = {Vicenç Torra and Yasuo Narukawa and Isabel Aguiló and Manuel González Hidalgo}, volume = {11144}, series = {Lecture Notes in Computer Science}, publisher = {Springer}, isbn = {978-3-030-00202-2}, }