Found 46 Documents (Results 1–46)
A note on the induction of comonotonic additive risk measures from acceptance sets. (English) Zbl 1537.91362
Minkowski deviation measures. (English) Zbl 1503.91159
MSC:
91G70
Star-shaped deviations. (English) Zbl 1525.91184
MSC:
91G70
On the link between monetary and star-shaped risk measures. (English) Zbl 1493.91147
Reviewer: Athanasios Yannacopoulos (Athína)
MSC:
91G70
Design and analysis of acceptance sampling plans based on intuitionistic fuzzy linguistic terms. (English) Zbl 1505.62515
Capital allocation rules and acceptance sets. (English) Zbl 1461.91364
MSC:
91G70
Surplus-invariant risk measures. (English) Zbl 1455.91275
MSC:
91G70
Risk sharing for capital requirements with multidimensional security markets. (English) Zbl 1430.91032
Reviewer: Tak Kuen Siu (Sydney)
Which eligible assets are compatible with comonotonic capital requirements? (English) Zbl 1416.91195
MSC:
91B30
62P05
Simultaneous inferences on the cumulative distribution function of a normal distribution. (English) Zbl 1381.62039
Confidence intervals for quantiles of a two-parameter exponential distribution under progressive type-II censoring. (English) Zbl 1351.62049
Measuring risk with multiple eligible assets. (English) Zbl 1310.91077
Reviewer: Gianluca Cassese (Milano)
Algorithms for decision problems in argument systems under preferred semantics. (English) Zbl 1334.68210
Law-invariant risk measures: extension properties and qualitative robustness. (English) Zbl 1308.91084
Beyond cash-additive risk measures: when changing the numéraire fails. (English) Zbl 1308.91079
MSC:
91B30
06F30
Capital requirements with defaultable securities. (English) Zbl 1296.91152
MSC:
91B30
The mathematical concept of measuring risk. (English) Zbl 1291.91093
Klüppelberg, Claudia (ed.) et al., Risk. A multidisciplinary introduction. Cham: Springer (ISBN 978-3-319-04485-9/hbk; 978-3-319-04486-6/ebook). 133-150 (2014).
MSC:
91B30
91G99
On the topological complexity of \(\omega\)-languages of non-deterministic Petri nets. (English) Zbl 1358.68211
Partial equilibria with convex capital requirements: existence, uniqueness and stability. (English) Zbl 1233.91113
Risk measures on Orlitz hearts. (English) Zbl 1168.91409
MSC:
91B30
Efficient confidence interval methodologies for the non-centrality parameter of a non-central \(t\) distribution. (English) Zbl 1160.62318
MSC:
62F25
65C60
Testing the equality of the noncentrality parameters of two noncentral \(t\)-distributions with identical degrees of freedom. (English) Zbl 1274.62141
MSC:
62F03
A combination multiple comparisons and subset selection procedure to identify treatments that are strictly inferior to the best. (English) Zbl 1120.62055
MSC:
62J15
Classification of Voronoi and Delone tiles of quasicrystals. II: Circular acceptance window of arbitrary size. (English) Zbl 1049.52020
Reviewer: Nicolae Cotfas (Bucureşti)
A soft design of acceptance sampling plans by variables. (English) Zbl 0986.62105
Bouchon-Meunier, Bernadette (ed.) et al., Technologies for constructing intelligent systems. 2: Tools. Heidelberg: Physica-Verlag. Stud. Fuzziness Soft Comput. 90, 275-286 (2002).
MSC:
62P30
Combining the advantages of one-sided and two-sided procedures for comparing several treatments with a control. (English) Zbl 0953.62068
Determining the parameters of statistical tests by fuzzy constraints. (English) Zbl 0835.62019
MSC:
62F03
Some remarks on pseudorandom sequences. (English) Zbl 0813.65001
Reviewer: K.Uosaki (Tottori)
The complementation problem for Büchi automata with applications to temporal logic. (English) Zbl 0613.03015
Alternating automata on infinite objects, determinacy and Rabin’s theorem. (English) Zbl 0608.03004
Automata on infinite words, Ec. Printemps Inf. Théor., Le Mont Dore 1984, Lect. Notes Comput. Sci. 192, 100-107 (1985).
The complementation problem for Büchi automata with applications to temporal logic. (English) Zbl 0577.03019
Automata, languages and programming, 12th Colloq., Nafplion/Greece 1985, Lect. Notes Comput. Sci. 194, 465-474 (1985).
Reviewer: A.Kreczmar
Automata in random environments. (English) Zbl 0546.68036
MSC:
68Q45
On \(\omega\)-regular sets. (English) Zbl 0434.68061
Superdeterministic DPDAs: The method of accepting does affect decision problems. (English) Zbl 0419.68100
Introduction to formal language theory. (English) Zbl 0411.68058
Addison-Wesley Series in Computer Science. Reading, Massachusetts etc.: Addison-Wesley Publishing Company. XIV, 594 p. (1978).
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