From: Uncertainty quantification with risk measures in production planning
(0.4,1) | (0.9,0) | (0.5,0.7) | (0.6,0.9) | (0.5,0.8) | |
---|---|---|---|---|---|
\(\overline{\varPi(T)}\) | 6.2087 | 1.9018 | 5.9841 | 6.1532 | 6.1820 |
σ(Π(T)) | 2.2415 | 1.9261 | 2.1142 | 2.1117 | 2.0602 |
\(\overline{P(\varPi(T)<0)}\) | 0.0210 | 0.1890 | 0.0120 | 0.0140 | 0.0120 |
V@R0.1(Π(T)) | −3.0895 | 0.8949 | −2.9776 | −3.2336 | −3.1459 |
AV@R0.1(Π(T)) | −1.3008 | 1.6910 | −1.4979 | −1.5509 | −1.6523 |