Svindland, Gregor
Continuity Properties of Law-Invariant (Quasi-)Convex Risk Functions on L∞
Mathematics and Financial Economics
Mathematics and Financial Economics
Mathematics and Financial Economics
Mathematics and Financial Economics
3
1
law-invariant (quasi-)convex risk measures
duality
Fatou property
2010
2010
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]
Springer Verlag
1862-9679
Mathematics and Financial Economics
Journal Articles
10.1007/s11579-010-0026-x