论文标题
星形偏差
Star-Shaped deviations
论文作者
论文摘要
我们提出与星形风险措施和星形可接受性指数相同的星形偏差度量。我们通过星形的接受集和凸偏差措施的最低限度来表征星形偏差度量。我们还暴露了星形风险度量和偏差度量之间的相互作用。
We propose the Star-Shaped deviation measures in the same vein as Star-Shaped risk measures and Star-Shaped acceptability indexes. We characterize Star-Shaped deviation measures through Star-Shaped acceptance sets and as the minimum of a family of Convex deviation measures. We also expose an interplay between Star-Shaped risk measures and deviation measures.
