Citations:superquantile

English citations of superquantile and superquantiles

• 2014, Tatiana Labopin-Richard et al "Bregman, superquantiles. Estimation methods and applications" [1]

  This leads to the definition of the Bregman superquantile.

• 2022 March 28, Johannes O. Royset, Roger J-B Wets, An Optimization Primer, Springer Nature, →ISBN, page 132:

  ... superquantiles). Superquantiles have the ability to highlight the level of resilience in a system and identify how “bad” it can get. This is especially important in assessment of earthquake damage where losses are usually moderate, but […]

• 2023 December 8, Alfred Göpfert, Hassan Riahi, Christiane Tammer, Constantin Zǎlinescu, Variational Methods in Partially Ordered Spaces, Springer Nature, →ISBN, page 464:

  ... superquantiles and their wide application to risk and random variables in [486]. Furthermore, in [487–489], Rockafellar and Royset investigate decision-making under uncer- tainty in a unified setting incorporating risk measures […]

• 2018 July 21, Charles Hirsch, Dirk Wunsch, Jacek Szumbarski, Łukasz Łaniewski-Wołłk, Jordi Pons-Prats, Uncertainty Management for Robust Industrial Design in Aeronautics: Findings and Best Practice Collected During UMRIDA, a Collaborative Research Project (2013–2016) Funded by the European Union, Springer, →ISBN, page 602:

  ... superquantiles. These risk measures originated in the area of financial engineering, but they are very well and naturally suited to reliability-based design optimization problems and they represent a viable alternative to more […]