A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900)
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scientific article; zbMATH DE number 7533635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations |
scientific article; zbMATH DE number 7533635 |
Statements
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (English)
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30 May 2022
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dynamic risk capital allocation
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dynamic risk measure
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quadratic-exponential BSDE
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dynamic entropic risk measure
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