Law invariant risk measures have the Fatou property (Q3564005): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant risk measures have the Fatou property |
scientific article |
Statements
Law invariant risk measures have the Fatou property (English)
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2 June 2010
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law-invariance
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cash-invariance
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Fatou and Lebesgue properties
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