Update rules for convex risk measures (Q3605242): Difference between revisions
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Revision as of 22:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Update rules for convex risk measures |
scientific article |
Statements
Update rules for convex risk measures (English)
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23 February 2009
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dynamic convex risk measures
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time consistency
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consecutivity
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robust shortfall risk measure
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updating
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