Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336)
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scientific article; zbMATH DE number 7920274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs |
scientific article; zbMATH DE number 7920274 |
Statements
Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (English)
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30 September 2024
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risk measures
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capital allocation
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BSDE
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BSVIE
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cash-subadditivity
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subdifferential
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