Information and dynamic coherent risk measures

zbMath1231.60090MaRDI QIDQ995406

Dewen Xiong, Wencai Chen, Zhong-Xing Ye

Publication date: 3 September 2007

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory