Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838): Difference between revisions

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Latest revision as of 07:42, 27 August 2024

scientific article; zbMATH DE number 6915874
Language Label Description Also known as
English
Time-Coherent Risk Measures for Continuous-Time Markov Chains
scientific article; zbMATH DE number 6915874

    Statements

    Time-Coherent Risk Measures for Continuous-Time Markov Chains (English)
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    10 August 2018
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    dynamic risk measures
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    time consistency
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    risk multikernels
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    risk multigenerators
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    backward equations
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    discrete-time approximations
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