Characterization of acceptance sets for co-monotone risk measures (Q2397861)

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Characterization of acceptance sets for co-monotone risk measures
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    Characterization of acceptance sets for co-monotone risk measures (English)
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    24 May 2017
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    acceptance set
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    risk measure
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    co-monotonicity
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    convexity
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    value at risk
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    expected shortfall
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