Representation results for law invariant time consistent functions (Q1932525): Difference between revisions

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Revision as of 03:21, 6 July 2024

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Representation results for law invariant time consistent functions
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    Representation results for law invariant time consistent functions (English)
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    20 January 2013
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    law invariance
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    time consistency
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    certainty equivalent
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    dynamic risk measures
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    Skorohod embedding theorem
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