A dynamic extension of the Foster-Hart measure of riskiness (Q492879)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic extension of the Foster-Hart measure of riskiness |
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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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