Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals
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Publication:2806826
DOI10.1287/moor.2015.0747zbMath1338.90286OpenAlexW2266738696WikidataQ59254861 ScholiaQ59254861MaRDI QIDQ2806826
Alois Pichler, Georg Ch. Pflug
Publication date: 19 May 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2015.0747
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability measures on topological spaces (60B05) Stochastic programming (90C15)
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