Regulator-Based Risk Statistics with Scenario Analysis
Keyword(s):
When there are potential risks in the progress of the engineering project, regulators pay more attentions to losses rather than gains. In this paper, we design a new class of risk statistics for engineering, named regulator-based risk statistics. Considering the properties of regulator-based risk statistics, we are able to derive the dual representations for them. At last, the regulator-based version is investigated.
Keyword(s):
1995 ◽
Vol 53
◽
pp. 232-233
1992 ◽
Vol 50
(1)
◽
pp. 540-541
1996 ◽
Vol 54
◽
pp. 160-161
Keyword(s):
Keyword(s):