An overview of representation theorems for static risk measures (Q1042990): Difference between revisions

@@ Property / author @@
-Yongsheng Song
@@ Property / author: Yongsheng Song / rank @@
-Normal rank
@@ Property / author @@
-Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
-Normal rank
@@ Property / author @@
+Yongsheng Song
@@ Property / author: Yongsheng Song / rank @@
+Normal rank
@@ Property / author @@
+Jia'an Yan
@@ Property / author: Jia'an Yan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-009-0122-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1973012610
@@ Property / OpenAlex ID: W1973012610 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of capacities
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+Law invariant risk measures have the Fatou property
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+Conditional and dynamic convex risk measures
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+Convex risk measures and the dynamics of their penalty functions
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+Risk measures via \(g\)-expectations
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+Representation of the penalty term of dynamic concave utilities
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