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researcher

Ruben Schlotter

5 papers hereh-index 589 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author4

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • econ.TH1
  • math.OC1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20172023
collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

Entropy Based Risk Measures

Alois Pichler, Ruben Schlotter

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviati…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.