Abstract
The framework of this paper is that of risk measuring under uncertainty which is when no reference probability measure is given. To every regular convex risk measure on
As application, we obtain that every G-expectation
Citation
Jocelyne Bion-Nadal. Magali Kervarec. "Risk measuring under model uncertainty." Ann. Appl. Probab. 22 (1) 213 - 238, February 2012. https://doi.org/10.1214/11-AAP766
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