Time-coherent risk measures for continuous-time Markov chains (Q4579838)
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scientific article; zbMATH DE number 6915874
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| English | Time-coherent risk measures for continuous-time Markov chains |
scientific article; zbMATH DE number 6915874 |
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Time-Coherent Risk Measures for Continuous-Time Markov Chains (English)
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10 August 2018
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dynamic risk measures
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time consistency
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risk multikernels
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risk multigenerators
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backward equations
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discrete-time approximations
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0.7833517789840698
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0.7800076603889465
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0.7737917900085449
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0.7734055519104004
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0.7710759043693542
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