Buffered probability of exceedance: mathematical properties and optimization.

*(English)*Zbl 1395.90191##### Keywords:

probability of exceedance; buffered probability of exceedance; bPOE; conditional value-at-risk; superquantile; superdistribution
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\textit{A. Mafusalov} and \textit{S. Uryasev}, SIAM J. Optim. 28, No. 2, 1077--1103 (2018; Zbl 1395.90191)

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