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"How to estimate expected shortfall when probabilities are known with ..."

Christian Servin, Hung T. Nguyen, Vladik Kreinovich (2015)

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DOI: 10.1109/FUZZ-IEEE.2015.7337895

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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Christian Servin, Hung T. Nguyen, Vladik Kreinovich:
How to estimate expected shortfall when probabilities are known with interval or fuzzy uncertainty. FUZZ-IEEE 2015: 1-5

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