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Risk measures in engineering design under uncertainty
15 references·0 citing·33 second hop
Risk measures in engineering design under uncertainty (2015)Risk measures in engineering design under…Engineering Decisions under Risk Averseness (2015)Engineering Decisions under R…Risky Curves: On the Empirical Failure of Expected Utility (2014)Risky Curves: On the Empirica…The fundamental risk quadrangle in risk management, optimization and statistical estimation (2013)The fundamental risk quadrang…Risk-averse decision-making for civil infrastructure exposed to low-probability, high-consequence events (2012)Risk-averse decision-making f…Computer Program for Multimodel Reliability and Optimization Analysis (2012)Computer Program for Multimod…Homeland security: a case study in risk aversion for public decision-making (2011)Homeland security: a case stu…On buffered failure probability in design and optimization of structures (2010)On buffered failure probabili…Modeling and optimization of risk (2010)Modeling and optimization of …Coherent Approaches to Risk in Optimization Under Uncertainty (2007)Coherent Approaches to Risk i…AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)AN OLD‐NEW CONCEPT OF CONVEX …The Role of Society in Engineering Risk Analysis: A Capabilities‐Based Approach (2006)The Role of Society in Engine…Optimization of Convex Risk Functions (2006)Optimization of Convex Risk F…Measuring Market Risk (2005)Measuring Market RiskOptimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Value-at-Risk Models via Quantile Regression (2010)A comprehensive review of Value at Risk methodologies (2013)Metrics for evaluating the performance of machine learning based automated valuation models (2021)Conditional value-at-risk for general loss distributions (2002)Data-Driven Stochastic Programming Using Phi-Divergences (2015)A chance-constrained two-stage stochastic programming model for humanitarian relief network design (2017)PORTFOLIO SELECTION* (1952)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)Generalized quantiles as risk measures (2013)Theory of games and economic behavior (2019)Design Patterns: Elements of Reusable Object-Oriented Software (1994)Development of a GA-based method for reliability-based optimization of structures with discrete and continuous design variables using OpenSees and Tcl (2014)Structural Reliability Analysis and Prediction (2017)Agent‐based model for post‐earthquake housing recovery (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)What is the Best Risk Measure in Practice? A Comparison of Standard Measures (2013)Clearing the Jungle of Stochastic Optimization (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Dealing with Uncertainties in MCDA (2016)Mean-VaR portfolio optimization: A nonparametric approach (2017)Portfolio optimization with entropic value-at-risk (2019)Simulation and the Monte Carlo Method (2007)Methods of Measuring the Concentration of Wealth (1905)Analysis of stochastic dual dynamic programming method (2010)A unified framework for stochastic optimization (2018)Climate Risk and Financial Stability in the Network of Banks and Investment Funds (2019)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2005Measuring Market Risk489 cited
  • 2006Optimization of Convex Risk Functions474 cited
  • 2007AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT351 cited
  • 2007Coherent Approaches to Risk in Optimization Under Uncertainty238 cited
  • 2013The fundamental risk quadrangle in risk management, optimization and statistical estimation187 cited
  • 2010On buffered failure probability in design and optimization of structures177 cited
  • 2010Modeling and optimization of risk168 cited
  • 2012Computer Program for Multimodel Reliability and Optimization Analysis158 cited
  • 2012Risk-averse decision-making for civil infrastructure exposed to low-probability, high-consequence events108 cited
  • 2015Engineering Decisions under Risk Averseness101 cited
  • 2006The Role of Society in Engineering Risk Analysis: A Capabilities‐Based Approach87 cited
  • 2014Risky Curves: On the Empirical Failure of Expected Utility85 cited
  • 2011Homeland security: a case study in risk aversion for public decision-making65 cited

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