Regulator-Based Risk Statistics with Scenario Analysis

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 st...

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Bibliographic Details
Main Authors: Xiaochuan Deng, Fei Sun
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2021/3056510