A note on natural risk statistics
نویسندگان
چکیده
Recently Heyde, Kou and Peng (2007) proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics. In this note we use convex analysis to provide alternate proofs of the representation results regarding natural risk statistics.
منابع مشابه
Research on Safety Risk of Dangerous Chemicals Road Transportation Based on Dynamic Fault Tree and Bayesian Network Hybrid Method (TECHNICAL NOTE)
Safety risk study on road transportation of hazardous chemicals is a reliable basis for the government to formulate transportation planning and preparing emergent schemes, but also is an important reference for safety risk managers to carry out dangerous chemicals safety risk managers. Based on the analysis of the transport safety risk of dangerous chemicals at home and abroad, this paper studi...
متن کاملA Note on the Smooth Estimator of the Quantile Function with Left-Truncated Data
This note focuses on estimating the quantile function based on the kernel smooth estimator under a truncated dependent model. The Bahadurtype representation of the kernel smooth estimator is established, and from the Bahadur representation it can be seen that this estimator is strongly consistent.
متن کاملA NOTE ON STRATIFIED LM-FILTERS
We develop a theory of stratified $LM$-filters which generalizes the theory of stratified $L$-filters. Our stratification condition explicitly depends on a suitable mapping between the lattices $L$ and $M$. If $L$ and $M$ are identical and the mapping is the identity mapping, then we obtain the theory of stratified $L$-filters. Based on the stratified $LM$-filters, a general theory of lattice-v...
متن کاملA note on soft topological spaces
This paper demonstrates the redundancies concerning the increasing popular ``soft set" approaches to general topologies. It is shown that there is a complement preserving isomorphism (preserving arbitrary $widetilde{bigcup}$ and arbitrary $widetilde{bigcap}$) between the lattice ($mathcal{ST}_E(X,E),widetilde{subset}$) of all soft sets on $X$ with the whole parameter set $E$ as domains and the ...
متن کاملA Note on Belief Structures and S-approximation Spaces
We study relations between evidence theory and S-approximation spaces. Both theories have their roots in the analysis of Dempsterchr('39')s multivalued mappings and lower and upper probabilities, and have close relations to rough sets. We show that an S-approximation space, satisfying a monotonicity condition, can induce a natural belief structure which is a fundamental block in evidence theory...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 36 شماره
صفحات -
تاریخ انتشار 2008