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Distributionally Robust Reinsurance With Value-at-Risk and Conditional Value-at-Risk
SSRN Electronic Journal
◽
10.2139/ssrn.3849078
◽
2021
◽
Author(s):
Haiyan Liu
◽
Tiantian Mao
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Distributionally Robust
Download Full-text
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References
Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-Risk
IEEE Transactions on Robotics
◽
10.1109/tro.2021.3106827
◽
2021
◽
pp. 1-19
Author(s):
Astghik Hakobyan
◽
Insoon Yang
Keyword(s):
At Risk
◽
Collision Avoidance
◽
Motion Control
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Value At Risk
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Conditional Value At Risk
◽
Robust Motion Control
◽
Distributionally Robust
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Wasserstein Distributionally Robust Motion Planning and Control with Safety Constraints Using Conditional Value-at-Risk
2020 IEEE International Conference on Robotics and Automation (ICRA)
◽
10.1109/icra40945.2020.9196857
◽
2020
◽
Author(s):
Astghik Hakobyan
◽
Insoon Yang
Keyword(s):
At Risk
◽
Motion Planning
◽
Value At Risk
◽
Conditional Value At Risk
◽
Planning And Control
◽
Safety Constraints
◽
Distributionally Robust
◽
And Control
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Distributionally robust dynamic economic dispatch model with conditional value at risk recourse function
International Transactions on Electrical Energy Systems
◽
10.1002/etep.2775
◽
2018
◽
Vol 29
(4)
◽
pp. e2775
Author(s):
Li Dai
◽
Dahai You
◽
Xianggen Yin
◽
Gang Wang
◽
Qi Zou
Keyword(s):
At Risk
◽
Value At Risk
◽
Economic Dispatch
◽
Conditional Value At Risk
◽
Distributionally Robust
◽
Dynamic Economic Dispatch
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A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
The Journal of Risk
◽
10.21314/jor.2014.281
◽
2014
◽
Vol 16
(6)
◽
pp. 3-29
◽
Cited By ~ 10
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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Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach
SSRN Electronic Journal
◽
10.2139/ssrn.3713896
◽
2019
◽
Author(s):
Bastian Gribisch
◽
Tobias Eckernkemper
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Mixed Frequency
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A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables
Applied Energy
◽
10.1016/j.apenergy.2021.116971
◽
2021
◽
Vol 294
◽
pp. 116971
Author(s):
Ang Xuan
◽
Xinwei Shen
◽
Qinglai Guo
◽
Hongbin Sun
Keyword(s):
At Risk
◽
Energy Storage
◽
Value At Risk
◽
Energy System
◽
Conditional Value At Risk
◽
Planning Model
◽
Integrated Energy System
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Reserve-energy joint optimal scheduling based on Conditional Value-at-Risk for Islanded Microgrids
2020 IEEE Sustainable Power and Energy Conference (iSPEC)
◽
10.1109/ispec50848.2020.9351024
◽
2020
◽
Author(s):
Siliang Liu
◽
Zehuai Liu
◽
Qinhao Li
◽
Wenyang Deng
◽
Lai Zhou
Keyword(s):
At Risk
◽
Value At Risk
◽
Optimal Scheduling
◽
Conditional Value At Risk
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The optimal hourly electricity price considering wind electricity uncertainty based on conditional value at risk
International Journal of Green Energy
◽
10.1080/15435075.2020.1865372
◽
2021
◽
pp. 1-13
Author(s):
Haike Qiao
◽
Zijun Zhang
◽
Qin Su
Keyword(s):
At Risk
◽
Value At Risk
◽
Electricity Price
◽
Conditional Value At Risk
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Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation
Transportation Science
◽
10.1287/trsc.2019.0925
◽
2019
◽
Cited By ~ 1
Author(s):
Liu Su
◽
Changhyun Kwon
Keyword(s):
At Risk
◽
Network Design
◽
Value At Risk
◽
Hazardous Materials
◽
Conditional Value At Risk
◽
Risk Averse
◽
Hazardous Materials Transportation
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Tradeoff between expected reward and conditional value-at-risk criterion in newsvendor models
2007 IEEE International Conference on Industrial Engineering and Engineering Management
◽
10.1109/ieem.2007.4419453
◽
2007
◽
Author(s):
Minghui Xu
◽
Frank Y Chen
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Risk Criterion
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