Representation results for law invariant time consistent functions (Q1932525)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6127170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Representation results for law invariant time consistent functions |
scientific article; zbMATH DE number 6127170 |
Statements
Representation results for law invariant time consistent functions (English)
0 references
20 January 2013
0 references
law invariance
0 references
time consistency
0 references
certainty equivalent
0 references
dynamic risk measures
0 references
Skorohod embedding theorem
0 references
0 references
0.8195992708206177
0 references
0.8189242482185364
0 references
0.8185290098190308
0 references
0.7999981045722961
0 references
0.7988176345825195
0 references
