Convex risk measures and the dynamics of their penalty functions (Q3417651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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