A Framework for Power System Operational Planning under Uncertainty Using Coherent Risk Measures

2021 ◽  
pp. 1-1
Author(s):  
Aleksei Kirilenko ◽  
Yuzhong Gong ◽  
C. Y. Chung
Keyword(s):  
Power System ◽  
Risk Measures ◽  
Operational Planning ◽  
Planning Under Uncertainty ◽  
Coherent Risk Measures ◽  
Coherent Risk

scholarly journals Restricted Coherent Risk Measures and Actuarial Solvency

2012 ◽  
Vol 2012 ◽  
pp. 1-18
Author(s):  
Christos E. Kountzakis
Keyword(s):  
Minimization Problem ◽  
Risk Measures ◽  
Insurance Company ◽  
Coherent Risk Measures ◽  
Dual Representation ◽  
Coherent Risk ◽  
Representation Form ◽  
Solvency Capital

We prove a general dual representation form for restricted coherent risk measures, and we apply it to a minimization problem of the required solvency capital for an insurance company.

scholarly journals Rearrangement Invariant, Coherent Risk Measures on L<sup>0</sup>

2015 ◽  
Vol 04 (01) ◽  
pp. 22-25
Author(s):  
Christos E. Kountzakis ◽  
Dimitrios G. Konstantinides
Keyword(s):  
Risk Measures ◽  
Coherent Risk Measures ◽  
Coherent Risk
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