An extension of $CVaR$ using non-precise a-priori distribution and its application (Decision making problems with uncertainty)

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  • Kageyama, Masayuki
    Risk Analysis Research Center, The Institute of Statistical Mathematics
  • Fujii, Takayuki
    Risk Analysis Research Center, The Institute of Statistical Mathematics
  • Kanefuji, Koji
    Risk Analysis Research Center, The Institute of Statistical Mathematics
  • Tsubaki, Hiroe
    Risk Analysis Research Center, The Institute of Statistical Mathematics

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  • An extension of CVaR using non-precise a-priori distribution and its application

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