Time consistency conditions for acceptability measures, with an application to Tail Value at Risk

✍ Scribed by Berend Roorda; J.M. Schumacher

• Book ID: 108153093
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 467 KB
• Volume: 40
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2006.04.003