On the C‐property and ‐representations of risk measures
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Publication:4642739
DOI10.1111/mafi.12150zbMath1390.91334arXiv1511.03159OpenAlexW2963683234MaRDI QIDQ4642739
Publication date: 25 May 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.03159
Statistical methods; risk measures (91G70) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Financial applications of other theories (91G80)
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