When there are potential risks in the progress of the engineering project, regulators pay more attentions to losses rather than gains. In this paper, we design a new class of risk statistics for engineering, named regulator-based risk statistics. Considering the properties of regulator-based risk statistics, we are able to derive the dual representations for them. At last, the regulator-based version is investigated.
CITATION STYLE
Deng, X., & Sun, F. (2021). Regulator-based risk statistics with scenario analysis. Mathematical Problems in Engineering, 2021. https://doi.org/10.1155/2021/3056510
Mendeley helps you to discover research relevant for your work.