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中文摘要：
在动态Coherent风险度量的公理化定义和有限概率空间的假设条件下,证明了一个动态Coherent风险度量满足Relevant性质和Time-consistent性质,当且仅当它由一族乘积型概率测度所定义。
英文摘要：
Under the axiomatic definition of a dynamic coherent risk measure and a finite probability space,it has been proven in this paper that a dynamic coherent risk measure satisfies the relevant property andtime-consistent property,if and only if it is defined by a product-type set of probabilitymeasures.
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