A dynamic extension of the Foster-Hart measure of riskiness (Q492879)
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: A dynamic extension of the Foster-Hart measure of riskiness |
scientific article; zbMATH DE number 6474594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic extension of the Foster-Hart measure of riskiness |
scientific article; zbMATH DE number 6474594 |
Statements
A dynamic extension of the Foster-Hart measure of riskiness (English)
0 references
21 August 2015
0 references
dynamic risk measures
0 references
time-consistency
0 references
bankruptcy
0 references
continuous random variable
0 references
0 references
0.89058876
0 references
0.8901913
0 references
0.8891634
0 references
0.88175213
0 references
0.87646747
0 references
0.8747982
0 references
