Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Mitja Stadje
| Year of publication: |
2010
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|---|---|
| Authors: | Stadje, Mitja |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 3, p. 391-404
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| Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008747001