English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

We propose a generalization of the classical notion of the $V@R_{\lambda}$that takes into account not only the probability of the losses, but the balancebetween such probability and the amount of the loss. This is obtained bydefining a new class of law invariant risk measures based on an appropriatefamily of acceptance sets. The $V@R_{\lambda}$ and other known law invariantrisk measures turn out to be special cases of our proposal. We further provethe dual representation of Risk Measures on $\mathcal{P}(% \mathbb{R}).$

Risk Measures on $\mathcal{P}(\mathbb{R})$ and Value At Risk with Probability/Loss function