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

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Revision as of 20:47, 19 March 2024

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Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
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    Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (English)
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    20 January 2013
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    law-invariant (quasi-)convex risk measures
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    duality
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    Fatou property
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    C02
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    C60
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