Dynamic utility indierence valuation via convex risk measures

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OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (2007, background): “Recently, Mania and Schweizer (2005) have studied a dynamic version of indifference prices for exponential utility, and Klöppel and Schweizer (2007) consider dynamic versions of utility indifference prices via convex risk measures.”
Time consistent dynamic risk processes (2009, methodology): “Convex dynamic risk measures have been the subject of recent works; see Riedel [26], Frittelli and Rosazza Gianin [18], Klöppel and Schweizer [20], Cheredito et al. [7], Bion-Nadal [5] and Föllmer and Penner [16].”
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008, background): “The equivalences (ii)-(v) are known duality results, even in a more general dynamic context, see Klöppel and Schweizer [31].”
RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (2009, background): “See in particular Xu (2006) and Klöppel and Schweizer (2005) with the references therein.”
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (2007, background): “clumsy and non-intuitive; in common with others (for example, [3], [6], [7], [ 28 ] ), we shall instead speak of a valuation4, which is simply the negative of a risk measure.”