Convex risk measures and the dynamics of their penalty functions (Q3417651)

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Convex risk measures and the dynamics of their penalty functions
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    Convex risk measures and the dynamics of their penalty functions (English)
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    30 January 2007
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    dynamic convex risk measures
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    conditional risk measures
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    robust representation
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    dynamic penalty functions
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    time-consistency
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    asymptotic safety
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    asymptotic precision
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    entropic risk measure
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