• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Representation of dynamic time-consistent convex risk measures with jumps.

Shanjian TangWenning Wei
Published in: Risk Decis. Anal. (2012)
Keyphrases
  • risk measures
  • markov chain
  • risk averse
  • genetic algorithm
  • supply chain
  • cluster analysis