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Risk measure is a fundamental concept in finance and in the insuranceindustry, it is used to adjust life insurance rates. In this current paper, wewill study dynamic risk measures by means of backward stochastic Volterraintegral equations (BSVIEs) with jumps. We prove a comparison theorem for sucha type of equations. Since the solution of a BSVIEs is not a semimartingale ingeneral, we will discuss some particular semimartingale issues.

Dynamic risk measure for BSVIE with jumps and semimartingale issues