Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10479-006-0132-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2069326331 / rank | |||
Normal rank | |||
Revision as of 02:21, 20 March 2024
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)
0 references
31 March 2008
0 references
Bellman's principle
0 references
capital requirement
0 references
coherence
0 references
risk-adjusted values
0 references
stability by pasting
0 references
time consistency
0 references
