The strong Fatou property of risk measures (Q2283647): Difference between revisions

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+Q4781239
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+Short note on inf-convolution preserving the Fatou property
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+Q5491574
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+Inf-convolution of risk measures and optimal risk transfer
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+Q4039801
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+Convex duality and Orlicz spaces in expected utility maximization
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+Q3400706
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+Dilatation monotone risk measures are law invariant
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+Q4550909
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+Q5482555
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+Quantile-based risk sharing with heterogeneous beliefs
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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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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+Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
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+Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures
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+Surplus-Invariant Risk Measures
@@ Property / cites work: Surplus-Invariant Risk Measures / rank @@
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+Uo-convergence and its applications to Cesàro means in Banach lattices
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+On the C‐property and ‐representations of risk measures
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+Unbounded order convergence and application to martingales without probability
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+Classical Fourier Analysis
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Law invariant risk measures have the Fatou property
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+Model spaces for risk measures
@@ Property / cites work: Model spaces for risk measures / rank @@
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+Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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+Banach lattices
@@ Property / cites work: Banach lattices / rank @@
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+Orlicz spaces and modular spaces
@@ Property / cites work: Orlicz spaces and modular spaces / rank @@
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+The natural Banach space for version independent risk measures
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+A quantitative comparison of risk measures
@@ Property / cites work: A quantitative comparison of risk measures / rank @@
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+Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
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+Dilatation monotonicity and convex order
@@ Property / cites work: Dilatation monotonicity and convex order / rank @@
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+On closedness of convex sets in Banach lattices
@@ Property / cites work: On closedness of convex sets in Banach lattices / rank @@
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+Q128992252
@@ Property / Wikidata QID: Q128992252 / rank @@
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