摘要翻译：
本文综述了离散时间环境下随机变量的动态凸风险测度理论。总结了条件凸风险测度的鲁棒表示结果，并用接受集、罚函数以及风险过程和罚函数的上鞅性质刻划了动态风险测度的各种时间一致性性质。
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英文标题：
《Dynamic risk measures》
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作者：
Beatrice Acciaio, Irina Penner
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最新提交年份：
2010
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time consistency properties of dynamic risk measures in terms of acceptance sets, penalty functions, and by supermartingale properties of risk processes and penalty functions.
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PDF链接：
https://arxiv.org/pdf/1002.3794