Asymptotically stable dynamic risk assessments

DOI10.1515/strm-2012-1146zbMath1347.91168MaRDI QIDQ308416

Karl-Theodor Eisele, Michael Kupper

Publication date: 6 September 2016

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: http://ifs.u-strasbg.fr/large/publications/2013/2013-04.pdf

zbMATH Keywords

asymptotic stability; generators; time-consistency; local test probabilities; risk assessments; robust representation

Mathematics Subject Classification ID

91B16: Utility theory

60F99: Limit theorems in probability theory

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