Representation results for law invariant time consistent functions (Q1932525)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Representation results for law invariant time consistent functions |
scientific article; zbMATH DE number 6127170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation results for law invariant time consistent functions |
scientific article; zbMATH DE number 6127170 |
Statements
Representation results for law invariant time consistent functions (English)
0 references
20 January 2013
0 references
law invariance
0 references
time consistency
0 references
certainty equivalent
0 references
dynamic risk measures
0 references
Skorohod embedding theorem
0 references
