From: Uncertainty quantification with risk measures in production planning
(10,12) | (15,15) | (10,13) | (7,9) | (8,10) | |
---|---|---|---|---|---|
Π̅ [103] | 2.3535 | −4.0108 | 1.7406 | 1.4955 | 1.8488 |
σ(Π) [103] | 1.6026 | 0.6733 | 1.2503 | 1.1219 | 1.2804 |
\(\overline{P(\varPi<0)}\) | 0.0804 | 1.0000 | 0.0883 | 0.0966 | 0.0831 |
V@R0.1(Π) [103] | −0.2283 | 4.8542 | −0.0995 | −0.0271 | −0.1818 |
AV@R0.1(Π) [103] | 0.7212 | 5.6145 | 0.6568 | 0.6682 | 0.6255 |
V@R0.01(Π) [103] | 1.8642 | 6.5899 | 1.5683 | 1.5774 | 1.6160 |
AV@R0.01(Π) [103] | 2.6565 | 7.2945 | 2.1790 | 2.0632 | 2.3147 |