| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1287/moor.2015.0747 |
| Time-consistent decisions and temporal decomposition of coherent risk functionals. | |
| Pflug GC; Pichler A | |
| 发表日期 | 2016 |
| 出处 | Mathematics of Operations Research 41 (2): 682-699 |
| 出版年 | 2016 |
| 语种 | 英语 |
| 摘要 | In management and planning it is commonplace for additional information to become available gradually over time. It is well known that most risk measures (risk functionals) are time inconsistent in the following sense: it may happen that at a given time period, some loss distribution appears to be less risky than another one, but looking at the conditional distribution at a later time, the opposite relation holds almost surely. |
| 主题 | Risk & ; Resilience (RISK) |
| URL | http://pure.iiasa.ac.at/id/eprint/14050/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/130796 |
| 推荐引用方式 GB/T 7714 | Pflug GC,Pichler A. Time-consistent decisions and temporal decomposition of coherent risk functionals.. 2016. |
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