{"paper":{"title":"On Game-Theoretic Risk Management (Part Three) - Modeling and Applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.AP","stat.TH"],"primary_cat":"q-fin.EC","authors_text":"Stefan Rass","submitted_at":"2017-11-02T12:44:35Z","abstract_excerpt":"The game-theoretic risk management framework put forth in the precursor reports \"Towards a Theory of Games with Payoffs that are Probability-Distributions\" (arXiv:1506.07368 [q-fin.EC]) and \"Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs\" (arXiv:1511.08591v1 [q-fin.EC]) is herein concluded by discussing how to integrate the previously developed theory into risk management processes. To this end, we discuss how loss models (primarily but not exclusively non-parametric) can be constructed from data. Furthermore, hints are given on how a meaningful game theoretic mod"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1711.00708","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}