Regulator-based risk statistics with scenario analysis

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Abstract

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.

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APA

Deng, X., & Sun, F. (2021). Regulator-based risk statistics with scenario analysis. Mathematical Problems in Engineering, 2021. https://doi.org/10.1155/2021/3056510

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