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

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+Optimal risk sharing with non-monotone monetary functionals
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+Coherent Measures of Risk
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+Inf-convolution of risk measures and optimal risk transfer
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+Q5482555
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time
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+Law invariant risk measures have the Fatou property
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Finitely Additive Measures
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+Normal rank