Time-consistency of risk measures: how strong is such a property? (Q2331015)
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scientific article; zbMATH DE number 7121749
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| English | Time-consistency of risk measures: how strong is such a property? |
scientific article; zbMATH DE number 7121749 |
Statements
Time-consistency of risk measures: how strong is such a property? (English)
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23 October 2019
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dynamic risk measures
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time-consistency
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quasi-convex risk measures
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cash-subadditive risk measures
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cocycle property
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\(m\)-stability
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0.8607995510101318
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0.8543551564216614
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0.8541816473007202
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0.8489300012588501
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0.8478637933731079
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