Time-Coherent Risk Measures for Continuous-Time Markov Chains

DOI10.1137/16M1063794zbMath1410.91263arXiv1701.08453OpenAlexW2963199165WikidataQ129734747 ScholiaQ129734747MaRDI QIDQ4579838

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Publication date: 10 August 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.08453

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