Svindland, Gregor
Continuity Properties of Law-Invariant (Quasi-)Convex Risk Functions on L∞
Mathematics and Financial Economics
1862-9679
10.1007/s11579-010-0026-x
3
1
39–43
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]
law-invariant (quasi-)convex risk measures;
duality;
Fatou property;
Springer Verlag
2010
http://infoscience.epfl.ch/record/148792/files/Continuity%20Properties%20of%20Law-Invariant.pdf;