Risk measures via \(g\)-expectations (Q2507604): Difference between revisions

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Revision as of 20:18, 24 June 2024

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Risk measures via \(g\)-expectations
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    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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