Complete duality for quasiconvex dynamic risk measures on modules of the \(L^p\)-type (Q5402792)
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scientific article; zbMATH DE number 6270582
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| English | Complete duality for quasiconvex dynamic risk measures on modules of the \(L^p\)-type |
scientific article; zbMATH DE number 6270582 |
Statements
Complete duality for quasiconvex dynamic risk measures on modules of the <i>L</i> <sup> <i>p</i> </sup>-type (English)
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17 March 2014
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quasiconvex functions
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dual representation
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complete duality
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\(L^0\)-modules
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dynamic risk measures
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0.8057023286819458
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0.8018109798431396
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0.7947928309440613
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0.7745681405067444
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0.762437641620636
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