A dynamic extension of the Foster-Hart measure of riskiness (Q492879)
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scientific article; zbMATH DE number 6474594
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|---|---|---|---|
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| English | A dynamic extension of the Foster-Hart measure of riskiness |
scientific article; zbMATH DE number 6474594 |
Statements
A dynamic extension of the Foster-Hart measure of riskiness (English)
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21 August 2015
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dynamic risk measures
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time-consistency
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bankruptcy
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continuous random variable
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0.89058876
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0.8901913
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0.8891634
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0.88175213
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0.87646747
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0.8747982
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