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This leads to definition of the coherent and convex monetary risk measures on \\(\\mathcal{R}^0\\). The main result gives a characterization of coherent and convex monetary risk measures on \\(\\mathcal R^\\infty\\) that can be extended to the coherent and convex risk measures on \\(\\mathcal R^0\\). Two examples of coherent and convex risk measures on \\(\\mathcal R^0\\) are given. The first one is related to the Cram\u00e9r-Lundberg approach to measuring the risk of an insurance company. The second one is motivated by results of F. 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