Concentration of risk measures: A Wasserstein distance approach

Sanjay P. Bhat, Prashanth L.A.

Feb-11-2026, 09:55:40 GMT–Neural Information Processing Systems

Using a different proof technique, the results are extended to the class of spectral risk measures having a bounded risk spectrum.

algorithm, artificial intelligence, risk measure, (17 more...)

Neural Information Processing Systems

Feb-11-2026, 09:55:40 GMT

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