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	Dynamic risk measures for processes via backward stochastic differential equations
	Shijie Wang; Xunjun Shi; Jinming Zhou; Ronglin Ji
刊名	Insurance: Mathematics and Economics
	2019
关键词	Dynamic risk measure for processes Dynamic convex risk measure Dynamic coherent risk measure Backward stochastic differential equation g-expectation
ISSN号	0167-6687
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2204012
专题	安徽大学
作者单位	1.School of Mathematics and Statistics, Hefei Normal University, Hefei 230601, China 2.b School of Mathematics and Statistics, Shandong Normal University, Jinan 250358, China a School of Mathematical Sciences, Anhui University, Hefei 230601, China
推荐引用方式 GB/T 7714	Shijie Wang,Xunjun Shi,Jinming Zhou,et al. Dynamic risk measures for processes via backward stochastic differential equations[J]. Insurance: Mathematics and Economics,2019.
APA	Shijie Wang,Xunjun Shi,Jinming Zhou,&Ronglin Ji.(2019).Dynamic risk measures for processes via backward stochastic differential equations.Insurance: Mathematics and Economics.
MLA	Shijie Wang,et al."Dynamic risk measures for processes via backward stochastic differential equations".Insurance: Mathematics and Economics (2019).

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