Risk-embedded Bayesian acceptance sampling plans via conditional value-at-risk with Type II censoring

2013 ◽  
Vol 65 (4) ◽  
pp. 551-560 ◽  
Author(s):  
Chung-Chi Hsieh ◽  
Yu-Ting Lu
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Conditional Value At Risk ◽  
Acceptance Sampling ◽  
Type Ii ◽  
Sampling Plans ◽  
Type Ii Censoring ◽  
Acceptance Sampling Plans

A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents

2014 ◽  
Vol 16 (6) ◽  
pp. 3-29 ◽  
Author(s):  
Samuel Drapeau ◽  
Michael Kupper ◽  
Antonis Papapantoleon
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Conditional Value At Risk ◽  
Certainty Equivalents
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