Convex Risk Measures Time consistency Cash (sub)additivity Examples Risk assessment for uncertain cash flows: - Dynamic risk measure - Document - PDFSEARCH.IO

First Page	Meta Content
	Convex Risk Measures Time consistency Cash (sub)additivity Examples Risk assessment for uncertain cash flows: Add to Reading List Document Date: 2010-06-19 11:33:38 Open Document File Size: 287,32 KB Share Result on Facebook Facility Beatrice Acciaio University of Perugia / / Organization Perugia and Vienna University / Beatrice Acciaio University of Perugia / / Person Irina Penner / / URL http / SocialTag Stochastic processes Actuarial science Coherent risk measure Mathematical sciences Dynamic risk measure Applied mathematics Adapted process Financial risk Mathematical finance Statistics

Convex Risk Measures Time consistency Cash (sub)additivity Examples Risk assessment for uncertain cash flows:Add to Reading List