scientific article; zbMATH DE number 2046106
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Publication:4451073
Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Probabilistic measure theory (60A10)
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- Inf-convolution and optimal risk sharing with countable sets of risk measures
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- RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- Time-consistency of risk measures: how strong is such a property?
- Maximally distributed random fields under sublinear expectation
- Risk Measures for Portfolio Vectors and Allocation of Risks
- Large deviations bounds for estimating conditional value-at-risk
- Coherent measures of risk into everyday market practive
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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