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On Game-Theoretic Risk Management (Part Three) - Modeling and Applications
[article]
2017
arXiv
pre-print
The game-theoretic risk management framework put forth in the precursor reports "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) and "Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs" (arXiv:1511.08591v1 [q-fin.EC]) is herein concluded by discussing how to integrate the previously developed theory into risk management processes. To this end, we discuss how loss models (primarily but not exclusively
arXiv:1711.00708v1
fatcat:oapahz2so5gqzcevft2oihzkpm