Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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