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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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    A dynamic extension of the Foster-Hart measure of riskiness
    scientific article; zbMATH DE number 6474594

      Statements

      title
      A dynamic extension of the Foster-Hart measure of riskiness (English)
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      author
      Tobias Hellmann
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      Frank Riedel
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      publication date
      21 August 2015
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      Mathematics Subject Classification ID
      91B06
      0 references
      91B82
      0 references
      91B30
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      zbMATH DE Number
      6474594
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      zbMATH Keywords
      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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      OpenAlex ID
      W3121135087
      0 references
       
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