Membership conditions for consistent families of monetary valuations
نویسندگان
چکیده
منابع مشابه
Membership Conditions for Consistent Families of Monetary Valuations
We investigate time consistency of monetary valuations, also called monetary risk measures or monetary utility functions. Through a number of recent research contributions, it has become clear that time consistency imposes strong constraints on families of monetary valuations conditioned on available information at different time instants. In this paper we add to these results by showing that c...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2013
ISSN: 2196-7040,2193-1402
DOI: 10.1524/strm.2013.1131