DYNAMIC RISK MEASURES AND G-EXPECTATION (Q5403883)

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scientific article; zbMATH DE number 6271636
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English
DYNAMIC RISK MEASURES AND G-EXPECTATION
scientific article; zbMATH DE number 6271636

    Statements

    title
    DYNAMIC RISK MEASURES AND G-EXPECTATION (English)
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    author
    Ju Hong Kim
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    publication date
    19 March 2014
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    zbMATH Keywords
    coherent risk measure
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    dynamic risk measure
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    \(g\)-expectation
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    Choquet expectation
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    nonlinear expectation
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60G44
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    60H10
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    60H30
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    91B25
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    zbMATH DE Number
    6271636
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    OpenAlex ID
    W2097481225
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