Asymptotically stable dynamic risk assessments (Q308416): Difference between revisions

@@ Property / DOI @@
-.1515/strm-2012-1146
@@ Property / DOI: 10.1515/strm-2012-1146 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F99
@@ Property / Mathematics Subject Classification ID: 60F99 / rank @@
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@@ Property / zbMATH DE Number @@
+6623676
@@ Property / zbMATH DE Number: 6623676 / rank @@
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@@ Property / zbMATH Keywords @@
+risk assessments
@@ Property / zbMATH Keywords: risk assessments / rank @@
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@@ Property / zbMATH Keywords @@
+asymptotic stability
@@ Property / zbMATH Keywords: asymptotic stability / rank @@
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@@ Property / zbMATH Keywords @@
+generators
@@ Property / zbMATH Keywords: generators / rank @@
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@@ Property / zbMATH Keywords @@
+local test probabilities
@@ Property / zbMATH Keywords: local test probabilities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust representation
@@ Property / zbMATH Keywords: robust representation / rank @@
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@@ Property / zbMATH Keywords @@
+time-consistency
@@ Property / zbMATH Keywords: time-consistency / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3123592152
@@ Property / OpenAlex ID: W3123592152 / rank @@
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@@ Property / cites work @@
+Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
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@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
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@@ Property / cites work @@
+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
+Normal rank
@@ Property / cites work @@
+Q4039882
@@ Property / cites work: Q4039882 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod insurance supervision: top-down models
+Normal rank
@@ Property / cites work @@
+MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
+Normal rank
@@ Property / cites work @@
+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
@@ Property / cites work: VALUATIONS AND DYNAMIC CONVEX RISK MEASURES / rank @@
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@@ Property / DOI @@
+.1515/STRM-2012-1146
@@ Property / DOI: 10.1515/STRM-2012-1146 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:308416