paper
Complex risk statistics with scenario analysis
Fei Sun, Yichuan Dong
Complex risk statistics with scenario analysis
Fei Sun, Yichuan Dong
paper2020-03-19English
risk managementarxiv
Description
Complex risk is a critical factor for both intelligent systems and risk management. In this paper, we consider a special class of risk statistics, named complex risk statistics. Our result provides a new approach for addressing complex risk, especially in deep neural networks. By further developing the properties related to complex risk statistics, we are able to derive dual representation for such risk.
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