Pages that link to "Item:Q661265"

The following pages link to Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265):

Displaying 17 items.

• Time-consistent actuarial valuations (Q903338) (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
• Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
• TENOR SPECIFIC PRICING (Q4649506) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Quantification of risk in classical models of finance (Q5068069) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
• FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (Q5379410) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)