{"entities":{"Q390190":{"pageid":391957,"ns":120,"title":"Item:Q390190","lastrevid":51909752,"modified":"2026-01-20T12:48:34Z","type":"item","id":"Q390190","labels":{"en":{"language":"en","value":"Lebesgue property of convex risk measures for bounded c\u00e0dl\u00e0g processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6249178"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q390190$78B6EA36-575E-41F3-92F6-18405E5783AC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"045b2c81f61164e939e080550848f7469bfc0501","datavalue":{"value":{"text":"Lebesgue property of convex risk measures for bounded c\u00e0dl\u00e0g processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q390190$4FF81B64-0B79-4179-AE5A-A8089B31F26B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7626bf1f3b91388f2a9d1c5f7f2ea5876941b592","datavalue":{"value":"1284.91508","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$37D14435-A0D7-40DE-86C6-3BC76E9C9886","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6875f5d97fbdb25eedfc0118124087df2a351d79","datavalue":{"value":{"entity-type":"item","numeric-id":282270,"id":"Q282270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q390190$CC4062E9-AB1C-4AC1-A034-4B8C73E8FE70","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e74ecee446d738c0c65500a7cc5b3adaf8a7256b","datavalue":{"value":{"entity-type":"item","numeric-id":188661,"id":"Q188661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q390190$9DC8B7B8-6EF7-48F9-8F34-37C02ECBC6D9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4faea9ea96f54af129daa2771004ab771cecfe4f","datavalue":{"value":{"time":"+2014-01-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q390190$F5D10D8F-4BE4-4E47-A847-DBCA6815F272","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"db1985597cc9740706468e2a058b2051cce89c55","datavalue":{"value":"http://intlpress.com/site/pub/pages/journals/items/maa/content/vols/0018/0003/a004/index.html","type":"string"},"datatype":"url"},"type":"statement","id":"Q390190$8A809CA4-4778-4E1C-B1C0-84C9EF664DD0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"43af8d4dfff384748d2ffd085eace10905f6cc85","datavalue":{"value":"For a financial position, the supervising authority determines the proprietary capital needed to secure the liabilities. The concept of coherent risk measures was introduced by \\textit{P. Artzner} et al. [Math. Finance 9, No. 3, 203--228 (1999; Zbl 0980.91042)]. \\textit{H. F\u00f6llmer} and \\textit{A. Schied} [in: K. Sandmann (ed.) et al., Advances in finance and stochastics. Essays in honour of Dieter Sondermann. Berlin: Springer. 39--56 (2002; Zbl 1022.91045)] generalised the concept to convex risk measures. An important property of risk measures is the Fatou property. If a sequence of risks \\(\\{X_n\\}\\) converges to a risk \\(X\\) in probability, then it should hold for a risk measure \\(\\rho\\) that \\(\\rho(X) \\leq \\lim_{n \\to \\infty} \\rho(X_n)\\). \\textit{P. Cheridito} et al. [Stochastic Processes Appl. 112, No. 1, 1--22 (2004; Zbl 1114.91047)] gave a dual representation for the Fatou property. This duality concept is generalised. A risk measure has the Lebesgue property if for any bounded sequence \\(\\{X_n\\}\\) that converges to a risk \\(X\\) it holds that \\(\\lim_{n \\to \\infty} \\rho(X_n) = \\rho(X)\\). The main result are ten equivalent characterisations for the Lebesgue property.","type":"string"},"datatype":"string"},"type":"statement","id":"Q390190$0B85BC58-3BED-4E13-A77D-7B3147AE39B5","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"d060974a2bff25d473e1a2789f9165884f2b3467","datavalue":{"value":{"entity-type":"item","numeric-id":190748,"id":"Q190748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q390190$2AB393EC-18E5-4C86-91DE-E0BE8A2913E2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$E09A152F-C870-4485-81B6-2204F2EC8A0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b3f254ae445c00ab3f058898278c9331ea6c3ea7","datavalue":{"value":"46A20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$90A955B2-A065-4571-91A9-A48120B15034","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"662a15c969a3e9b9201184d54187bd341d8c9f5f","datavalue":{"value":"91B16","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$B89C9729-7B42-4FDA-BE34-3344F4662AF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"07c259578e4daea8f68034612afe756bcdd16ef7","datavalue":{"value":"60G99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$449BA65D-209D-4E0C-9FB9-5EDDEAA69185","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"999610a0311d73dc2f99b4acc0846f40ddf978bd","datavalue":{"value":"52A07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$4907F1D1-0572-4F3D-BF46-53F208073FA2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d02489e1ded2e17e3ff64c0ae996068f92117e14","datavalue":{"value":"6249178","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$9CF1722F-9C0C-4AE4-A460-AB0C9FE1B5CA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ef62eee526565a7756810a49a363a47a626a5a95","datavalue":{"value":"convex risk measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q390190$66FC868B-F2E3-41B1-954F-86626EE10F96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0dafbc3cb9bfde4d2edd95f9eebabe4c5486c5e1","datavalue":{"value":"bounded c\u00e0dl\u00e0g processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q390190$4C61AE86-8108-4426-9F2A-CF5E623500D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3c005eb143232fbb35f71489f9cad9b071f7d9df","datavalue":{"value":"Lebes\\-gue property","type":"string"},"datatype":"string"},"type":"statement","id":"Q390190$620353DC-0E5D-45A6-B06D-2AFB09C84A6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dd2f7ce92b25abbcb99bb4fc209bb23cacdb242c","datavalue":{"value":"static risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q390190$64640019-3FF3-438C-830C-07AB9CF06E85","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q390190$1F187BF9-E78A-44CA-BABA-ED2A2AEFD5BC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d3c5a5d0e445801d3fda66d701d44f60de41a5f4","datavalue":{"value":"10.4310/MAA.2011.V18.N3.A4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q390190$70726B17-4E80-445F-8CFD-5C0C9B846128","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"060e53936091b0b4882a2453d2af2f74fff91e98","datavalue":{"value":{"entity-type":"item","numeric-id":2452153,"id":"Q2452153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd21ab056989720e4e4a3596ca1c6ac11a681517","datavalue":{"value":{"amount":"+0.8230559825897217","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q390190$01252064-0111-4528-BEA3-51F76675AA12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bddbc7d7df3751824b271aad08fd5371e74a6468","datavalue":{"value":{"entity-type":"item","numeric-id":2488485,"id":"Q2488485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5f8b43980bbc84a2c06f07070633425b345bc3d6","datavalue":{"value":{"amount":"+0.7822490930557251","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q390190$8FEF2087-D37A-4FB2-8335-7B263420C435","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"98e188971d34efc18f14485f6a66324e0baa89a9","datavalue":{"value":{"entity-type":"item","numeric-id":2940774,"id":"Q2940774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6c163f55587e67cc4c03274ec7c4d3b3f91d992e","datavalue":{"value":{"amount":"+0.7806789875030518","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q390190$F4929D66-F8BB-4DA1-96E5-96383247EEB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"408a57483e5c0a29713bb534e11c3634d1378851","datavalue":{"value":{"entity-type":"item","numeric-id":1938973,"id":"Q1938973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab780fb63593319c4375ce0672356f7f601b6582","datavalue":{"value":{"amount":"+0.7764593958854675","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q390190$B9548CDD-E14D-468C-8372-F22CA862D9A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7ab552ed2b83cbc04e849cba53ed9ede6bcb438","datavalue":{"value":{"entity-type":"item","numeric-id":2485764,"id":"Q2485764"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56bf825b17b7aa2dc9d110e94f44d363361095c0","datavalue":{"value":{"amount":"+0.7741085290908813","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q390190$DFF0DFAD-18E7-434F-A260-14F367062740","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:390190","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:390190"}}}}}