Shen, B.Elliott, R.2012-08-172012-08-172012Expert Systems with Applications, 2012; 39(5):6111-61150957-41741873-6793http://hdl.handle.net/2440/72618We review various risk measures which have been introduced. By considering backward stochastic difference equations related to a single jump process, we define some risk measures related to the solutions. Some simple numerical examples are given.enCopyright © 2011 Elsevier Ltd. All rights reserved.Static risk measureDynamic risk measureSingle jump processBackward stochastic difference equationJournal article002011735610.1016/j.eswa.2011.11.0060003011553001502-s2.0-8485590849925463