The natural Banach space for version independent risk measures

DOI10.1016/j.insmatheco.2013.07.005zbMath1304.91129arXiv1303.6675OpenAlexW2069840484MaRDI QIDQ2513597

Alois Pichler

Publication date: 28 January 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6675

zbMATH Keywords

risk measuresstochastic dominancedual representationrearrangement inequalities

Mathematics Subject Classification ID

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