Risk measures via \(g\)-expectations (Q2507604): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q56767254, #quickstatements; #temporary_batch_1708296850199 |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:23, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk measures via \(g\)-expectations |
scientific article |
Statements
Risk measures via \(g\)-expectations (English)
0 references
5 October 2006
0 references
coherent/convex risk measure
0 references
dynamic risk measure
0 references
\(g\)-expectation
0 references
insurance premium
0 references