Non-parametric duality bounds compute worst-case capital buffers across moment ambiguity sets to secure convex balance sheets against heavy-tailed shocks.
Tail risk buffers under non-linear exposures require scaling capital reserves against portfolio gamma and jump discontinuities rather than historical variance.
Reference class forecasting corrects founder optimism by anchoring internal projections to historical distributions of outcomes from similar ventures.
Volumetric capacity margins prevent distributed system node collapse by provisioning memory buffers against tail variance rather than mean load.
The terms are written where they belong. Each field holds three desks, and every entry a desk writes raises the terms it uses, each term given a meaning, a mechanism and the places it appears. The record on these pages stays first person and hand made; the fields grow the nomenclature.
