A note on convex risk statistic.

Dejian Tian Xinli Suo

Published in: Oper. Res. Lett. (2012)

Keyphrases

empirical risk
risk minimization
risk management
convex hull
loss function
convex optimization
risk factors
risk assessment
convexity properties
quadratic function
decision making
data sets
piecewise linear
high risk
expert systems
minimum risk
convex sets
risk averse
risk measures
case study
artificial intelligence