scientific article; zbMATH DE number 7224244
From MaRDI portal
Publication:3299448
zbMATH Open1464.60069MaRDI QIDQ3299448FDOQ3299448
Authors: Mitja Stadje
Publication date: 22 July 2020
Title of this publication is not available (Why is that?)
Recommendations
- A Theorem on Deviations of the Empirical Measure and Its Applications
- scientific article
- On some methods of extending invariant and quasi-invariant measures
- Extremality and dynamically defined measures. II: Measures from conformal dynamical systems
- Measure expansivity and specification for pointwise dynamics
- On extensions of measures
- Two non-regular extensions of large deviation bound
- Dynamic inequalities in quotients with general kernels and measures
- scientific article; zbMATH DE number 3842877
- Some dynamical systems of extremal measures
Actuarial mathematics (91G05) Decision theory (91B06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic models in economics (91B70)
Cites Work
- Coherent measures of risk
- Representation of the penalty term of dynamic concave utilities
- Convex measures of risk and trading constraints
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
- Dynamic monetary risk measures for bounded discrete-time processes
- Representation results for law invariant time consistent functions
- Coherent multiperiod risk adjusted values and Bellman's principle
- Optimality conditions in portfolio analysis with general deviation measures
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
- On iterative premium calculation principles under Cumulative Prospect Theory
- On dynamic deviation measures and continuous-time portfolio optimization
Cited In (2)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3299448)