Time consistency and time consistent generalized convex multistage risk measures (Q5382697)
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scientific article; zbMATH DE number 7067525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time consistency and time consistent generalized convex multistage risk measures |
scientific article; zbMATH DE number 7067525 |
Statements
Time consistency and time consistent generalized convex multistage risk measures (English)
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18 June 2019
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conditional risk measure
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generalized convex risk measure
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multi-period risk measure
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time consistency of risk measure
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time consistency of optimal policy
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