Representation of dynamic time-consistent convex risk measures with jumps
Year of publication: |
2012
|
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Authors: | Tang, Shanjian ; Wei, Wenning |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 3.2012, 3, p. 167-190
|
Subject: | Theorie | Theory | Risiko | Risk | Zeitkonsistenz | Time consistency | Messung | Measurement | Risikomaß | Risk measure |
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