On the extension property of dilatation monotone risk measures (Q2063035)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the extension property of dilatation monotone risk measures |
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On the extension property of dilatation monotone risk measures (English)
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10 January 2022
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extension of risk measures
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dilatation monotonicity
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law invariance
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Fatou property
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Orlicz spaces
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transformed norm risk measures
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higher order dual risk measures
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dual representations
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Kusuoka representations
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