Update rules for convex risk measures

DOI10.1080/14697680802055960zbMath1154.91516OpenAlexW1986882149MaRDI QIDQ3605242

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Publication date: 23 February 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.ssoar.info/ssoar/handle/document/22122

zbMATH Keywords

updatingtime consistencydynamic convex risk measuresconsecutivityrobust shortfall risk measure

Mathematics Subject Classification ID

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