A supermartingale relation for multivariate risk measures (Q4619535)
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scientific article; zbMATH DE number 7013657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A supermartingale relation for multivariate risk measures |
scientific article; zbMATH DE number 7013657 |
Statements
A supermartingale relation for multivariate risk measures (English)
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6 February 2019
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set-valued supermartingale
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time consistency
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dynamic risk measures
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transaction costs
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set-valued risk measures
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multivariate risks
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