Law invariant risk measures have the Fatou property (Q3564005)
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scientific article; zbMATH DE number 5715342
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| English | Law invariant risk measures have the Fatou property |
scientific article; zbMATH DE number 5715342 |
Statements
Law invariant risk measures have the Fatou property (English)
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2 June 2010
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law-invariance
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cash-invariance
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Fatou and Lebesgue properties
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0.8699171543121338
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0.8690108060836792
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0.8684807419776917
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0.8512789607048035
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