Dynamic Risk Measures (Q5198554): Difference between revisions

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Latest revision as of 23:40, 19 April 2024

scientific article; zbMATH DE number 5936942
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English
Dynamic Risk Measures
scientific article; zbMATH DE number 5936942

    Statements

    Dynamic Risk Measures (English)
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    8 August 2011
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    dynamic convex risk measure
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    robust representation
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    penalty function
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    time consistency
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    entropic risk measure
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