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

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]


Published in:
Mathematics and Financial Economics, 3, 1, 39–43
Year:
2010
Publisher:
Springer Verlag
ISSN:
1862-9679
Keywords:
Laboratories:




 Record created 2010-05-16, last modified 2018-09-13

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