The strong Fatou property of risk measures (Q2283647)
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scientific article
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| English | The strong Fatou property of risk measures |
scientific article |
Statements
The strong Fatou property of risk measures (English)
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13 January 2020
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Fatou property
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strong Fatou property
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super Fatou property
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dual representations
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law-invariant risk measures
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surplus-invariant risk measures
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inf-convolutions
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0.8700382113456726
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0.8684807419776917
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0.8320568203926086
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0.8188087940216064
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0.8143371939659119
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