author: georg ch pflug

... ˇEŒh./ EŒh.Q/ ˇ ˇˇ Ä L d1 .P; QP/: The following proposition collects results involving distances of probability measures. 11We use the shorthand notation Ep Œ for .EŒ /p. Table 2.2 The distance Distance di;j 1 2 3 4 58 2 The Nested ...

... approximation . Automat . Remote Con- trol 27 ( 1966 ) , 706 - 728 . Ruppert , D .: Stochastic approximation . Handbook of Sequential Analysis ( eds . B.K. Ghosh , P.K. Sen ) , 503–529 . Marcel Dekker ; New York , 1991 . Schmetterer , L ...

This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner.