Time Consistency Conditions for Acceptability Measures, with an Application to Tail Value at Risk Berend Roorda∗ Hans Schumacher† - Tail value at risk - Document - PDFSEARCH.IO

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	Time Consistency Conditions for Acceptability Measures, with an Application to Tail Value at Risk Berend Roorda∗ Hans Schumacher† Add to Reading List Document Date: 2011-08-28 10:49:32 Open Document File Size: 310,62 KB Share Result on Facebook City Enschede / / Country Netherlands / / / Facility University of Twente / / IndustryTerm insurance premium determination / insurance policies / tower law / axiom systems / / Organization Department of Econometrics and Operations Research / University of Twente / Department of Technology and Management / FELab / Organization for Scientific Research / / Person Hans Schumacher† April / / / Technology sequential consistency / / SocialTag Constructible universe Conditional expectation Mathematics Forcing Linear temporal logic Probability theory Mathematical logic Ordinal number

Time Consistency Conditions for Acceptability Measures, with an Application to Tail Value at Risk Berend Roorda∗ Hans Schumacher†Add to Reading List