Continuity Properties of Law-Invariant (Quasi-)Convex Risk Functions on L∞

Svindland, Gregor

doi:10.1007/s11579-010-0026-x

Svindland, Gregor

2010

Mathematics and Financial Economics

Continuity Properties of Law-Invariant (Quasi-)Convex Risk Functions on L∞

research article

We study continuity properties of law-invariant (quasi-)convex functions f : L1(Ω,F, P) to ( ∞,∞] over a non-atomic probability space (Ω,F, P) .This is a supplementary note to [12]

Name

Continuity Properties of Law-Invariant.pdf

Access type

openaccess

Size

289.77 KB

Format

Adobe PDF

Checksum (MD5)

15c0a5650d9f8c9572dec610b5d69e97