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  • Search: subject:"multidimensional dynamic convex risk measure"
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Decision under risk 1 Entscheidung unter Risiko 1 Insolvency 1 Insolvenz 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 backward stochastic differential equation 1 g-expectation 1 insolvency risk 1 multidimensional dynamic convex risk measure 1 risk contribution 1 risk sharing 1 stochastic interaction 1
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Xu, Yuhong 1
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1
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Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
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