Uncertainty propagation and dynamic robust risk measures (Q6923096)
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scientific article; zbMATH DE number 8099972
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Uncertainty propagation and dynamic robust risk measures |
scientific article; zbMATH DE number 8099972 |
Statements
Uncertainty propagation and dynamic robust risk measures (English)
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30 September 2025
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dynamic risk measures
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time-consistency
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distributional uncertainty
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Wasserstein distance
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