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Dynamic assessment indices - MaRDI portal

Dynamic assessment indices (Q2803410)

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scientific article; zbMATH DE number 6577494
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English
Dynamic assessment indices
scientific article; zbMATH DE number 6577494

    Statements

    title
    Dynamic assessment indices (English)
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    author
    Tomasz R. Bielecki
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    Ig. Cialenco
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    Samuel Drapeau
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    Martin Karliczek
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    published in
    Stochastics
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    publication date
    4 May 2016
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    zbMATH Keywords
    assessment indices
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    dynamic acceptability index
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    dynamic measures of performance
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    dynamic risk measures
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    certainty equivalent
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    strong time consistency
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    dynamic GLR
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    cites work
    Dynamic Risk Measures
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    Q3526970
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    Identifiers

    zbMATH DE Number
    6577494
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    OpenAlex ID
    W2116421056
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    arXiv ID
    1306.5198
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