RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724): Difference between revisions

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+Coherent Measures of Risk
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+Complete Monotone Quasiconcave Duality
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+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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+Normal rank
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+Risk Preferences and Their Robust Representation
@@ Property / cites work: Risk Preferences and Their Robust Representation / rank @@
+Normal rank
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+On Conjugate Convex Functions
@@ Property / cites work: On Conjugate Convex Functions / rank @@
+Normal rank
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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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+Dual Representation of Quasi-convex Conditional Maps
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+CONDITIONAL CERTAINTY EQUIVALENT
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+Q3526970
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+Normal rank
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+Law invariant risk measures have the Fatou property
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+Q4548486
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+On Quasi-Convex Duality
@@ Property / cites work: On Quasi-Convex Duality / rank @@
+Normal rank
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+Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
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+Duality for the level sum of quasiconvex functions and applications
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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