Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency conditions for acceptability measures, with an application to tail value at risk |
scientific article |
Statements
Time consistency conditions for acceptability measures, with an application to tail value at risk (English)
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3 September 2007
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coherent risk measures
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acceptability measures
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nonlinear expectations
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capital requirements
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incomplete markets
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time consistency
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