Risk measures via \(g\)-expectations (Q2507604): Difference between revisions
From MaRDI portal
Revision as of 20:18, 24 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk measures via \(g\)-expectations |
scientific article |
Statements
Risk measures via \(g\)-expectations (English)
0 references
5 October 2006
0 references
coherent/convex risk measure
0 references
dynamic risk measure
0 references
\(g\)-expectation
0 references
insurance premium
0 references