Risk measures via g-expectations
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 39 (2006)
Issue (Month): 1 (August)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Antoon Pelsser, 2011. "Time-Consistent Actuarial Valuations," Papers 1109.1751, arXiv.org.
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