MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194)
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scientific article; zbMATH DE number 6603663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION |
scientific article; zbMATH DE number 6603663 |
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MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (English)
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15 July 2016
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multidimensional dynamic convex risk measure
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backward stochastic differential equation
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\(g\)-expectation
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insolvency risk
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stochastic interaction
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risk sharing
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risk contribution
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