Membership conditions for consistent families of monetary valuations (Q2855515): Difference between revisions
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Property / author: Johannes M. Schumacher / rank | |||
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Property / full work available at URL: https://doi.org/10.1524/strm.2013.1131 / rank | |||
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Latest revision as of 00:08, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Membership conditions for consistent families of monetary valuations |
scientific article |
Statements
Membership conditions for consistent families of monetary valuations (English)
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25 October 2013
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monetary valuation
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monetary risk measures
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monetary utility functions
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nonlinear pricing
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weak time consistency
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