Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901)
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scientific article
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| English | Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures |
scientific article |
Statements
Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (English)
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20 February 2013
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convex risk measures
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optimized certainty equivalent
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monotone and cash-invariant hulls
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qualification conditions
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0.808485209941864
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0.7817115187644958
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0.7520004510879517
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0.746175229549408
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0.7357907295227051
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