Quantile-based risk sharing with heterogeneous beliefs.
Paul EmbrechtsHaiyan LiuTiantian MaoRuodu WangPublished in: Math. Program. (2020)
Keyphrases
- decision making
- high risk
- risk factors
- information sharing
- risk management
- risk assessment
- belief revision
- databases
- minimum risk
- risk analysis
- heterogeneous data
- mental states
- knowledge sharing
- decision makers
- mobile robot
- expected utility
- machine learning
- real world
- heterogeneous databases
- multiple users
- rational agents
- sharing information
- personality traits
- risk averse
- data sets
- regularized kernel