Guambe, CalistoMabitsela, LesediKufakunesu, Rodwell2022-06-132022-06-132021-05Guambe, C., Mabitsela, L. & Kufakunesu, R. 2021, 'An ergodic BSDE risk representation in a jump-diffusion framework', International Journal of Theoretical and Applied Finance, vol. 24, no. 3, art. 2150015, doi: 10.1142/S0219024921500151.0219-0249 (print)1793-6322 (online)10.1142/S0219024921500151https://repository.up.ac.za/handle/2263/85810We consider the representation of forward entropic risk measures using the theory of ergodic backward stochastic differential equations in a jump-diffusion framework. Our paper can be viewed as an extension of the work considered by Chong et al in the diffusion case. We also study the behaviour of a forward entropic risk measure under jumps when a financial position is held for a longer maturity.en© 2021 World Scientific Publishing Co. Electronic version of an article published as International Journal of Theoretical and Applied Finance, vol. 24, no. 3, art. 2150015, 2021, doi: 10.1142/S0219024921500151. The original publication is available at : http://www.worldscinet.comijtaf.Forward exponential performanceMaturity independent risk measureForward entropic risk measureJump-diffusionErgodic backward stochastic differential equationsLong-term maturity behaviourPostprint Article