Qualitative robustness of set-valued value-at-risk.

Giovanni Paolo Crespi Elisa Mastrogiacomo

Published in: Math. Methods Oper. Res. (2020)

Keyphrases

set valued
variational inequalities
single valued
dominance relation
set valued attributes
belief functions
risk assessment
pattern recognition
risk management
real numbers
risk analysis
lipschitz continuity
neural network
cooperative
special case
fuzzy logic