| Article ID: | iaor19952270 |
| Country: | Switzerland |
| Volume: | 56 |
| Issue: | 1 |
| Start Page Number: | 287 |
| End Page Number: | 311 |
| Publication Date: | Jun 1995 |
| Journal: | Annals of Operations Research |
| Authors: | Uryasev Stanislav |
Probability functions depending upon parameters are represented as integrals over sets given by inequalities. New derivative formulas for the integrals over a volume are considered. Derivatives are presented as sums of integrals over a volume and over a surface. Two examples are discussed: probability functions with linear constraints (random right-hand sides), and a dynamical shut-down problem with sensors.