Time consistency of multi-period distortion measures (Q2048192)
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scientific article; zbMATH DE number 7379102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time consistency of multi-period distortion measures |
scientific article; zbMATH DE number 7379102 |
Statements
Time consistency of multi-period distortion measures (English)
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5 August 2021
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acceptability measure
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conditional consistency
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coherence
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distortion measure
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dynamic consistency
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risk measure
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sequential consistency
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time-consistency
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tail-value-at-risk
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0.8648250102996826
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0.8588481545448303
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0.8366287350654602
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0.835342288017273
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0.8346518874168396
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