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Update rules for convex risk measures - MaRDI portal

Update rules for convex risk measures (Q3605242)

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Update rules for convex risk measures
scientific article

    Statements

    title
    Update rules for convex risk measures (English)
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    author
    Sina Tutsch
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    publication date
    23 February 2009
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    zbMATH Keywords
    dynamic convex risk measures
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    time consistency
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    consecutivity
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    robust shortfall risk measure
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    updating
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    Identifiers

    zbMATH DE Number
    5509842
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    OpenAlex ID
    W1986882149
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