Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531): Difference between revisions

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+https://doi.org/10.1007/s11579-010-0026-x
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+W2110507949
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+Optimal risk sharing with non-monotone monetary functionals
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+Law invariant risk measures have the Fatou property
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