Update rules for convex risk measures (Q3605242)
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scientific article; zbMATH DE number 5509842
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Update rules for convex risk measures |
scientific article; zbMATH DE number 5509842 |
Statements
Update rules for convex risk measures (English)
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23 February 2009
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dynamic convex risk measures
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time consistency
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consecutivity
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robust shortfall risk measure
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updating
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0.88224906
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0.87793374
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0.8725995
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0.86773586
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0.86307883
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0.8627186
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