Dynamic risk measures and \(g\)-expectation (Q5403883)
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scientific article; zbMATH DE number 6271636
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| default for all languages | No label defined |
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| English | Dynamic risk measures and \(g\)-expectation |
scientific article; zbMATH DE number 6271636 |
Statements
DYNAMIC RISK MEASURES AND G-EXPECTATION (English)
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19 March 2014
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coherent risk measure
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dynamic risk measure
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\(g\)-expectation
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Choquet expectation
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nonlinear expectation
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0.8742702603340149
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0.8140636682510376
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0.8130086064338684
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0.8050734400749207
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0.8042578101158142
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