{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,12]],"date-time":"2025-10-12T02:35:08Z","timestamp":1760236508216,"version":"build-2065373602"},"reference-count":27,"publisher":"MDPI AG","issue":"12","license":[{"start":{"date-parts":[[2021,11,26]],"date-time":"2021-11-26T00:00:00Z","timestamp":1637884800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["No. 11771343"],"award-info":[{"award-number":["No. 11771343"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"name":"Jiangxi Provincial Humanities and Social Sciences Research Project","award":["JC20203"],"award-info":[{"award-number":["JC20203"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>Inspired by the consideration of some inside and future market information in financial market, a class of anticipated backward doubly stochastic Volterra integral equations (ABDSVIEs) are introduced to induce dynamic risk measures for risk quantification. The theory, including the existence, uniqueness and a comparison theorem for ABDSVIEs, is provided. Finally, dynamic convex risk measures by ABDSVIEs are discussed.<\/jats:p>","DOI":"10.3390\/e23121580","type":"journal-article","created":{"date-parts":[[2021,11,29]],"date-time":"2021-11-29T05:23:02Z","timestamp":1638163382000},"page":"1580","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Dynamic Risk Measures for Anticipated Backward Doubly Stochastic Volterra Integral Equations"],"prefix":"10.3390","volume":"23","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-4319-5317","authenticated-orcid":false,"given":"Liangliang","family":"Miao","sequence":"first","affiliation":[{"name":"School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1693-0646","authenticated-orcid":false,"given":"Zhang","family":"Liu","sequence":"additional","affiliation":[{"name":"School of Computer and Information Engineering, Jiangxi Agricultural University, Nanchang 330045, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yijun","family":"Hu","sequence":"additional","affiliation":[{"name":"School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2021,11,26]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"203","DOI":"10.1111\/1467-9965.00068","article-title":"Coherent measures of risk","volume":"9","author":"Artzner","year":"1999","journal-title":"Math. 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