Dual representation of monotone convex functions on đżâ°
DOI10.1090/S0002-9939-2011-10835-9zbMATH Open1239.46053OpenAlexW2171799561MaRDI QIDQ3103281FDOQ3103281
Authors: Michael Kupper, Gregor Svindland 
Publication date: 7 December 2011
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-2011-10835-9
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Individual preferences (91B08) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Actuarial science and mathematical finance (91G99) Duality theory (optimization) (49N15)
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Cited In (18)
- On local convexity in \(\mathbb{L}^0\) and switching probability measures
- Dual representation of quasi-convex conditional maps
- Uniform integrability and local convexity in \(\mathbb L^0\)
- Representation of quasi-monotone functionals by families of separating hyperplanes
- Duality between quasi-concave functions and monotone linkage functions
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
- Title not available (Why is that?)
- Differential equations connecting VaR and CVaR
- Weak topologies for modules over rings of bounded random variables
- A simple characterization of tightness for convex solid sets of positive random variables
- No-arbitrage concepts in topological vector lattices
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures
- Model spaces for risk measures
- Title not available (Why is that?)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk
- Diversification, protection of liability holders and regulatory arbitrage
- Title not available (Why is that?)
- Maximum Lebesgue extension of monotone convex functions
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