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Browse Nauki ścisłe by journal title "Probability, Uncertainty and Quantitative Risk"

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Title A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time : LM-measure perspective Authors Bielecki Tomasz R., Cialenco Igor, Pitera Marcin . Source Probability, Uncertainty and Quantitative Risk. - 2017 vol. 2. - ISSN 2095-9672. - eISSN 2367-0126 Keywords
time consistency, update rule, dynamic LM-measure, dynamic risk measure, dynamic acceptability index, measure of performance
Type journal article | academic paper

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Nauki ścisłe