Dynamic coherent risk measures (Q2485772)

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Dynamic coherent risk measures
scientific article

    Statements

    title
    Dynamic coherent risk measures (English)
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    author
    Frank Riedel
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    publication date
    5 August 2005
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    zbMATH Keywords
    risk measures
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    consistency
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    coherence
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    dynamic models
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B30
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    60G07
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    zbMATH DE Number
    2192511
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