Risk measures via \(g\)-expectations (Q2507604): Difference between revisions
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Latest revision as of 02:47, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures via \(g\)-expectations |
scientific article |
Statements
Risk measures via \(g\)-expectations (English)
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5 October 2006
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coherent/convex risk measure
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dynamic risk measure
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\(g\)-expectation
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insurance premium
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