Dynamic Risk Measures (Q5198554)
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scientific article; zbMATH DE number 5936942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Risk Measures |
scientific article; zbMATH DE number 5936942 |
Statements
Dynamic Risk Measures (English)
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8 August 2011
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dynamic convex risk measure
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robust representation
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penalty function
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time consistency
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entropic risk measure
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