Time consistent dynamic risk measures (Q2500793)
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scientific article; zbMATH DE number 5047746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time consistent dynamic risk measures |
scientific article; zbMATH DE number 5047746 |
Statements
Time consistent dynamic risk measures (English)
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18 August 2006
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Time consistency
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Multi-stage
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Target-percentile
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Value-at-risk
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Conditional value-at-risk
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Markov decision process
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0.8941140174865723
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0.8709027171134949
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0.8648250102996826
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0.86063551902771
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0.8586307764053345
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