Inverse Optimization of Convex Risk Functions
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DOI: 10.1287/mnsc.2020.3851
Abstract: The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk-averse optimization problems. Despite its t... read more here.
Keywords: convex risk; risk functions; risk; inverse optimization ... See more keywords
Using Animations of Risk Functions to Visualize Trends in US All-Cause and Cause-Specific Mortality, 1968-2016
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DOI: 10.2105/ajph.2018.304872
Abstract: Objectives To use dynamic visualizations of mortality risk functions over both calendar year and age as a way to estimate and visualize patterns in US life spans. Methods We built 49 synthetic cohorts, 1 per… read more here.
Keywords: risk functions; cause cause; risk; cause specific ... See more keywords