scientific article
From MaRDI portal
Publication:3549501
zbMath1151.91306MaRDI QIDQ3549501
Publication date: 30 December 2008
Full work available at URL: http://dochost.rz.hu-berlin.de/docviews/abstract.php?lang=ger&id=28914
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Tight Approximations of Dynamic Risk Measures ⋮ Strongly consistent multivariate conditional risk measures ⋮ A supermartingale relation for multivariate risk measures ⋮ Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles ⋮ Dynamic systemic risk measures for bounded discrete time processes ⋮ A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective ⋮ A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time ⋮ Time-consistent and market-consistent actuarial valuation of the participating pension contract
This page was built for publication:
