{"id":"https://openalex.org/W2508970432","doi":"https://doi.org/10.1007/s10479-016-2284-3","title":"Numerical computation of convex risk measures","display_name":"Numerical computation of convex risk measures","publication_year":2016,"publication_date":"2016-08-13","ids":{"openalex":"https://openalex.org/W2508970432","doi":"https://doi.org/10.1007/s10479-016-2284-3","mag":"2508970432"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-016-2284-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2284-3","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077139181","display_name":"Georgios I. Papayiannis","orcid":"https://orcid.org/0000-0003-0846-6705"},"institutions":[{"id":"https://openalex.org/I73142707","display_name":"Athens University of Economics and Business","ror":"https://ror.org/03s262162","country_code":"GR","type":"education","lineage":["https://openalex.org/I73142707"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"G. I. Papayiannis","raw_affiliation_strings":["Athens University of Economics and Business Athens, Athina, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Athens University of Economics and Business Athens, Athina, Greece","institution_ids":["https://openalex.org/I73142707"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020073636","display_name":"Athanasios N. Yannacopoulos","orcid":"https://orcid.org/0000-0001-9489-4268"},"institutions":[{"id":"https://openalex.org/I73142707","display_name":"Athens University of Economics and Business","ror":"https://ror.org/03s262162","country_code":"GR","type":"education","lineage":["https://openalex.org/I73142707"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"A. N. Yannacopoulos","raw_affiliation_strings":["Athens University of Economics and Business Athens, Athina, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Athens University of Economics and Business Athens, Athina, Greece","institution_ids":["https://openalex.org/I73142707"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5020073636"],"corresponding_institution_ids":["https://openalex.org/I73142707"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.6703,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.76876825,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":"260","issue":"1-2","first_page":"417","last_page":"435"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9593999981880188,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.8891282081604004},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.7622189521789551},{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.5707725286483765},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.5430272817611694},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46107247471809387},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4550720751285553},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4544546604156494},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.43251535296440125},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.43144264817237854},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.4257078170776367},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.40790289640426636},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.27735257148742676},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12385416030883789},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.10014042258262634},{"id":"https://openalex.org/keywords/medicine","display_name":"Medicine","score":0.08347952365875244}],"concepts":[{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.8891282081604004},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.7622189521789551},{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.5707725286483765},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.5430272817611694},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46107247471809387},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4550720751285553},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4544546604156494},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.43251535296440125},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43144264817237854},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.4257078170776367},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.40790289640426636},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.27735257148742676},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12385416030883789},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.10014042258262634},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.08347952365875244},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-016-2284-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-016-2284-3","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2284-3","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-016-2284-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W271078231","https://openalex.org/W1523612522","https://openalex.org/W1545761024","https://openalex.org/W1587893424","https://openalex.org/W1946361304","https://openalex.org/W1978667419","https://openalex.org/W1999286169","https://openalex.org/W2019291268","https://openalex.org/W2031355801","https://openalex.org/W2046396733","https://openalex.org/W2054321814","https://openalex.org/W2071054732","https://openalex.org/W2149497424","https://openalex.org/W2158226696","https://openalex.org/W2504943536","https://openalex.org/W4213065535","https://openalex.org/W4231330395","https://openalex.org/W6682432620","https://openalex.org/W6750230808"],"related_works":["https://openalex.org/W1975289146","https://openalex.org/W2105887828","https://openalex.org/W2087240539","https://openalex.org/W4236520801","https://openalex.org/W2122599759","https://openalex.org/W2996388602","https://openalex.org/W2039023896","https://openalex.org/W2154812892","https://openalex.org/W2028790718","https://openalex.org/W1635150914"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
