Representation results for law invariant time consistent functions (Q1932525)
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scientific article; zbMATH DE number 6127170
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| 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)
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20 January 2013
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law invariance
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time consistency
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certainty equivalent
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dynamic risk measures
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Skorohod embedding theorem
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0.8195992708206177
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0.8189242482185364
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0.8185290098190308
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0.7999981045722961
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0.7988176345825195
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