Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Set-valued risk measures as backward stochastic difference inclusions and equations |
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Set-valued risk measures as backward stochastic difference inclusions and equations (English)
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29 April 2021
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set-valued risk measure
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dynamic risk measure
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difference inclusion
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set-valued difference equation
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time-consistency
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