Acciaio, Beatrice; Föllmer, Hans; Penner, Irina - In: Finance and Stochastics 16 (2012) 4, pp. 669-709
We study the risk assessment of uncertain cash flows in terms of dynamic convex risk measures for processes as introduced in Cheridito et al. (Electron. J. Probab. 11(3):57–106, <CitationRef CitationID="CR11">2006</CitationRef>). These risk measures take into account not only the amounts but also the timing of a cash flow. We discuss...</citationref>