Time consistent dynamic risk measures
Year of publication: |
2006
|
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Authors: | Boda, Kang ; Filar, Jerzy A. |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 63.2006, 1, p. 169-186
|
Subject: | Zeitkonsistenz | Time consistency | Markov-Kette | Markov chain | Lagerhaltungsmodell | Inventory model | Theorie | Theory | Risikomaß | Risk measure |
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