Law Invariant Risk Measures Have the Fatou Property

doi 10.1007/4-431-34342-3_4
Full Text
Abstract

Available in full text

Date

Unknown

Authors
Publisher

Springer Japan

Related search

On Kusuoka Representation of Law Invariant Risk Measures

Mathematics of Operations Research
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
2013English

On the Quantitative Fatou Property

Colloquium Mathematicum
Mathematics
2002English

Invariant Signed Measures and the Cancellation Law

Proceedings of the American Mathematical Society
MathematicsApplied Mathematics
1991English

Risk Measures With the CxLS Property

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2015English

Bi-Invariant Sets and Measures Have Integer Hausdorff Dimension

Ergodic Theory and Dynamical Systems
MathematicsApplied Mathematics
1999English

Distribution-Invariant Risk Measures, Entropy, and Large Deviations

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2007English

The Affordability of Flood Risk Property-Level Adaptation Measures

Risk Analysis
QualityReliabilitySafetyRiskPhysiology
2020English

Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2008English

Risk Aversion and Rights Accretion in Intellectual Property Law

Yale Law Journal
Law
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy