Risk measures via \(g\)-expectations (Q2507604)
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scientific article; zbMATH DE number 5060506
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk measures via \(g\)-expectations |
scientific article; zbMATH DE number 5060506 |
Statements
Risk measures via \(g\)-expectations (English)
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5 October 2006
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coherent/convex risk measure
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dynamic risk measure
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\(g\)-expectation
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insurance premium
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0.8742702603340149
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0.8641250133514404
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0.8609654307365417
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0.8496753573417664
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