Biased Mean Quadrangle and Applications
Fuente:
arXiv
Saved in:
| Main Authors: | Malandii, Anton, Uryasev, Stan |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Risk Quadrangle in Optimization: An Overview with Recent Results and Extensions
by: Grechuk, Bogdan, et al.
Published: (2026)
by: Grechuk, Bogdan, et al.
Published: (2026)
Risk Quadrangle and Robust Optimization Based on Extended $φ$-Divergence
by: Peng, Cheng, et al.
Published: (2024)
by: Peng, Cheng, et al.
Published: (2024)
Support Vector Regression: Risk Quadrangle Framework
by: Malandii, Anton, et al.
Published: (2022)
by: Malandii, Anton, et al.
Published: (2022)
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
by: Lelong, Jérôme, et al.
Published: (2025)
by: Lelong, Jérôme, et al.
Published: (2025)
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by: Acharya, Atithi, et al.
Published: (2024)
by: Acharya, Atithi, et al.
Published: (2024)
Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
by: Fogarty, Heather N., et al.
Published: (2026)
by: Fogarty, Heather N., et al.
Published: (2026)
Optimal dividend and capital injection under self-exciting claims
by: Aubert, Paulin, et al.
Published: (2025)
by: Aubert, Paulin, et al.
Published: (2025)
Singular Control in Inventory Management with Smooth Ambiguity
by: Archankul, Arnon, et al.
Published: (2025)
by: Archankul, Arnon, et al.
Published: (2025)
The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
by: Deo, Anand, et al.
Published: (2025)
by: Deo, Anand, et al.
Published: (2025)
Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
by: Azcue, Pablo, et al.
Published: (2025)
by: Azcue, Pablo, et al.
Published: (2025)
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
by: Ren, Xin Yue, et al.
Published: (2024)
by: Ren, Xin Yue, et al.
Published: (2024)
Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty
by: Chen, Jinghui, et al.
Published: (2025)
by: Chen, Jinghui, et al.
Published: (2025)
LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework
by: Liu, Hanchao, et al.
Published: (2023)
by: Liu, Hanchao, et al.
Published: (2023)
Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
by: Lamrani, Lamia, et al.
Published: (2025)
by: Lamrani, Lamia, et al.
Published: (2025)
Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets
by: Rubilar-Torrealba, Rolando, et al.
Published: (2025)
by: Rubilar-Torrealba, Rolando, et al.
Published: (2025)
Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
by: Genga, Bingzhen, et al.
Published: (2025)
by: Genga, Bingzhen, et al.
Published: (2025)
On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
by: Pu, Tong, et al.
Published: (2024)
by: Pu, Tong, et al.
Published: (2024)
Subsidising Inclusive Insurance to Reduce Poverty
by: Flores-Contró, José Miguel, et al.
Published: (2021)
by: Flores-Contró, José Miguel, et al.
Published: (2021)
A multistate approach to disability insurance reserving with information delays
by: Sandqvist, Oliver Lunding
Published: (2023)
by: Sandqvist, Oliver Lunding
Published: (2023)
Convolution Bounds on Quantile Aggregation
by: Blanchet, Jose, et al.
Published: (2020)
by: Blanchet, Jose, et al.
Published: (2020)
Robust Hedging of path-dependent options using a min-max algorithm
by: Banerjee, Purba, et al.
Published: (2025)
by: Banerjee, Purba, et al.
Published: (2025)
Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
by: Kaakai, Sarah, et al.
Published: (2022)
by: Kaakai, Sarah, et al.
Published: (2022)
Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
by: Zhang, Panpan, et al.
Published: (2023)
by: Zhang, Panpan, et al.
Published: (2023)
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
by: Maciejowska, Katarzyna, et al.
Published: (2023)
by: Maciejowska, Katarzyna, et al.
Published: (2023)
Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications
by: Taleb, Nassim Nicholas
Published: (2020)
by: Taleb, Nassim Nicholas
Published: (2020)
A Note on the Generalized Cape Cod Reserving Method
by: Richman, Ronald, et al.
Published: (2026)
by: Richman, Ronald, et al.
Published: (2026)
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
by: Botha, Arno, et al.
Published: (2025)
by: Botha, Arno, et al.
Published: (2025)
The TruEnd-procedure: Treating trailing zero-valued balances in credit data
by: Botha, Arno, et al.
Published: (2024)
by: Botha, Arno, et al.
Published: (2024)
Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
by: Botha, Arno, et al.
Published: (2025)
by: Botha, Arno, et al.
Published: (2025)
Defining and comparing SICR-events for classifying impaired loans under IFRS 9
by: Botha, Arno, et al.
Published: (2023)
by: Botha, Arno, et al.
Published: (2023)
LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
by: Uniejewski, Bartosz, et al.
Published: (2022)
by: Uniejewski, Bartosz, et al.
Published: (2022)
Optimal nonparametric estimation of the expected shortfall risk
by: Bartl, Daniel, et al.
Published: (2024)
by: Bartl, Daniel, et al.
Published: (2024)
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
by: Jang, Jiwook, et al.
Published: (2025)
by: Jang, Jiwook, et al.
Published: (2025)
Generalized Orlicz premia
by: Aygün, Mücahit, et al.
Published: (2025)
by: Aygün, Mücahit, et al.
Published: (2025)
Community detection by simulated bifurcation
by: Li, Wei, et al.
Published: (2024)
by: Li, Wei, et al.
Published: (2024)
Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
by: Gnabeyeu, Emmanuel, et al.
Published: (2024)
by: Gnabeyeu, Emmanuel, et al.
Published: (2024)
Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
by: Köhler, Benjamin, et al.
Published: (2026)
by: Köhler, Benjamin, et al.
Published: (2026)
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by: Caporin, Massimiliano, et al.
Published: (2026)
by: Caporin, Massimiliano, et al.
Published: (2026)
On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
by: Li, Chi-Lin, et al.
Published: (2023)
by: Li, Chi-Lin, et al.
Published: (2023)
Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target
by: Albrecher, Hansjoerg, et al.
Published: (2026)
by: Albrecher, Hansjoerg, et al.
Published: (2026)
Similar Items
-
The Risk Quadrangle in Optimization: An Overview with Recent Results and Extensions
by: Grechuk, Bogdan, et al.
Published: (2026) -
Risk Quadrangle and Robust Optimization Based on Extended $φ$-Divergence
by: Peng, Cheng, et al.
Published: (2024) -
Support Vector Regression: Risk Quadrangle Framework
by: Malandii, Anton, et al.
Published: (2022) -
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
by: Lelong, Jérôme, et al.
Published: (2025) -
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
by: Acharya, Atithi, et al.
Published: (2024)