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Financial risk / Actuarial science / Mathematical finance / Applied mathematics / Economy / Finance / Value at risk / Expected shortfall / Coherent risk measure / Shortest path problem / Risk / Route assignment
Date: 2015-12-23 01:55:23
Financial risk
Actuarial science
Mathematical finance
Applied mathematics
Economy
Finance
Value at risk
Expected shortfall
Coherent risk measure
Shortest path problem
Risk
Route assignment

Worst-case Conditional Value-at-Risk Minimization for Hazardous Materials Transportation Iakovos Toumazis and Changhyun Kwon Department of Industrial and Systems Engineering, University at Buffalo, SUNY iakovost@buffalo.

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