Short note on inf-convolution preserving the Fatou property (Q666299): Difference between revisions

@@ Property / DOI @@
-.1007/s10436-008-0107-5
@@ Property / DOI: 10.1007/s10436-008-0107-5 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10436-008-0107-5
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@@ Property / OpenAlex ID @@
+W1990487872
@@ Property / OpenAlex ID: W1990487872 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with non-monotone monetary functionals
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Q5482555
@@ Property / cites work: Q5482555 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal capital and risk allocations for law- and cash-invariant convex functions
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Finitely Additive Measures
@@ Property / cites work: Finitely Additive Measures / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10436-008-0107-5
@@ Property / DOI: 10.1007/S10436-008-0107-5 / rank @@
+Normal rank