Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent multiperiod risk adjusted values and Bellman's principle |
scientific article |
Statements
Coherent multiperiod risk adjusted values and Bellman's principle (English)
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31 March 2008
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Bellman's principle
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capital requirement
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coherence
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risk-adjusted values
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stability by pasting
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time consistency
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