Subgradients of law-invariant convex risk measures on L1
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Publication:3576393
DOI10.1524/stnd.2009.1040zbMath1203.91116OpenAlexW2006229698MaRDI QIDQ3576393
Publication date: 30 July 2010
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.2009.1040
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Measures and integration on abstract linear spaces (46G12)
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