Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838)
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scientific article; zbMATH DE number 6915874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Coherent Risk Measures for Continuous-Time Markov Chains |
scientific article; zbMATH DE number 6915874 |
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Time-Coherent Risk Measures for Continuous-Time Markov Chains (English)
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10 August 2018
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dynamic risk measures
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time consistency
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risk multikernels
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risk multigenerators
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backward equations
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discrete-time approximations
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