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  • Search: subject:"continuous random variable"
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Year of publication
Subject
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Bankruptcy 5 Insolvency 5 Insolvenz 5 Measurement 5 Messung 5 Random variable 5 Risiko 5 Risikomaß 5 Risk 5 Risk measure 5 Zufallsvariable 5 bankruptcy 5 continuous random variable 5 Continuous Random Variable 4 Decision under risk 4 Entscheidung unter Risiko 4 Risk measures 4 operational 4 Dynamic Risk Measures 3 Gambling 3 Glücksspiel 3 Theorie 3 Theory 3 Time-Consistency 3 Dynamische Wirtschaftstheorie 2 Economic dynamics 2 Continuous random variable 1 Dynamic risk measures 1 Operational 1 Risk Measures 1 Time-consistency 1 risk measures 1
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Online availability
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Free 8 Undetermined 1
Type of publication
All
Article 5 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 3 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Konferenzschrift 1
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Language
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English 8 Undetermined 2
Author
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Hellmann, Tobias 10 Riedel, Frank 10
Institution
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1
Published in...
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Theoretical Economics 2 Center for Mathematical Economics Working Papers 1 Institute of Mathematical Economics Working Paper 1 Journal of mathematical economics 1 Theoretical economics : TE ; an open access journal in economic theory 1 Theoretical economics : TE ; journal of the Econometric Society 1 Working Papers 1 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
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Source
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ECONIS (ZBW) 5 EconStor 3 RePEc 2
Showing 1 - 10 of 10
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The Foster-Hart measure of riskiness for general gambles
Hellmann, Tobias; Riedel, Frank - In: Theoretical Economics 10 (2015) 1, pp. 1-9
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equation has no solution for many common continuous distributions. We show how to extend consistently the definition of riskiness to continuous random variables. For many continuous random variables, the...
Persistent link: https://www.econbiz.de/10011599532
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Cover Image
The Foster-Hart measure of riskiness for general gambles
Hellmann, Tobias; Riedel, Frank - In: Theoretical Economics 10 (2015) 1
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equation has no solution for many common continuous distributions. We show how to extend consistently the definition of riskiness to continuous random variables. For many continuous random variables, the...
Persistent link: https://www.econbiz.de/10011145589
Saved in:
Cover Image
The Foster-Hart measure of riskiness for general gambles
Hellmann, Tobias; Riedel, Frank - In: Theoretical economics : TE ; an open access journal in … 10 (2015) 1, pp. 1-9
Foster and Hart propose a measure of riskiness for discrete random variables. Their defining equation has no solution for many common continuous distributions. We show how to extend consistently the definition of riskiness to continuous random variables. For many continuous random variables, the...
Persistent link: https://www.econbiz.de/10011674068
Saved in:
Cover Image
A Dynamic Extension of the Foster-Hart Measure of Riskiness
Hellmann, Tobias; Riedel, Frank - 2014
We analyze the Foster-Hart measure of riskiness for general distributions in dynamic settings. The Foster-Hart measure avoids bankruptcy in the long run. It is not time-consistent.
Persistent link: https://www.econbiz.de/10010427177
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Cover Image
A Dynamic Extension of the Foster-Hart Measure of Riskiness
Hellmann, Tobias; Riedel, Frank - Institut für Mathematische Wirtschaftsforschung, … - 2014
We analyze the Foster-Hart measure of riskiness for general distributions in dynamic settings. The Foster-Hart measure avoids bankruptcy in the long run. It is not time-consistent.
Persistent link: https://www.econbiz.de/10010928897
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Cover Image
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias; Riedel, Frank - 2014
Persistent link: https://www.econbiz.de/10010411555
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Cover Image
The Foster-Hart measure of riskiness for general gambles
Riedel, Frank; Hellmann, Tobias - 2013
Foster and Hart proposed an operational measure of riskiness for discrete random variables. We show that their defining equation has no solution for many common continuous distributions including many uniform distributions, e.g. We show how to extend consistently the definition of riskiness to...
Persistent link: https://www.econbiz.de/10010319967
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The Foster-Hart measure of riskiness for general gambles : conference paper
Riedel, Frank; Hellmann, Tobias - 2013
Foster and Hart proposed an operational measure of riskiness for discrete random variables. We show that their defining equation has no solution for many common continuous distributions. We show how to extend consistently the definition of riskiness to continuous random variables. For many...
Persistent link: https://www.econbiz.de/10010342818
Saved in:
Cover Image
The Foster-Hart measure of riskiness for general gambles
Riedel, Frank; Hellmann, Tobias - In: Theoretical economics : TE ; journal of the Econometric … 10 (2015) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010528233
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Cover Image
A dynamic extension of the Foster-Hart measure of riskiness
Hellmann, Tobias; Riedel, Frank - In: Journal of mathematical economics 59 (2015), pp. 66-70
Persistent link: https://www.econbiz.de/10011573463
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