Time consistent dynamic risk processes
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Publication:1004410
DOI10.1016/J.SPA.2008.02.011zbMath1156.91359arXivmath/0607212OpenAlexW1982403027MaRDI QIDQ1004410
Publication date: 10 March 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0607212
Stochastic models in economics (91B70) Martingales with continuous parameter (60G44) Sample path properties (60G17) Duality theory for topological vector spaces (46A20)
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