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Dynamic risk measures within discrete-time risk models. (English) Zbl 1312.91057

Li, Haijun (ed.) et al., Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27–29, 2011. New York, NY: Springer (ISBN 978-1-4614-6891-2/hbk; 978-1-4614-6892-9/ebook). Lecture Notes in Statistics 208. Proceedings, 257-272 (2013).
MSC:  91B30 91G10 62P05 60E15
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