Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233)
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scientific article; zbMATH DE number 5255830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coherent multiperiod risk adjusted values and Bellman's principle |
scientific article; zbMATH DE number 5255830 |
Statements
Coherent multiperiod risk adjusted values and Bellman's principle (English)
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31 March 2008
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Bellman's principle
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capital requirement
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coherence
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risk-adjusted values
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stability by pasting
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time consistency
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0.8487903475761414
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0.8282833099365234
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0.8275803923606873
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0.8253394961357117
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0.8227996230125427
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