Title of article
How to value risk
Author/Authors
Shen، نويسنده , , Leo and Elliott، نويسنده , , Robert J.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
5
From page
6111
To page
6115
Abstract
We review various risk measures which have been introduced. By considering backward stochastic difference equations related to a single jump process, we define some risk measures related to the solutions. Some simple numerical examples are given.
Keywords
Backward stochastic difference equation , Dynamic risk measure , Single jump process , Static risk measure
Journal title
Expert Systems with Applications
Serial Year
2012
Journal title
Expert Systems with Applications
Record number
2351752
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