Search Results for author: Zachary Van Oosten

Found 1 papers, 0 papers with code

Partially Law-Invariant Risk Measures

no code implementations30 Jan 2024 Yi Shen, Zachary Van Oosten, Ruodu Wang

A notion of strong partial law invariance is introduced, allowing for a representation formula akin to the classical one.

Decision Making Decision Making Under Uncertainty +1

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