Automatic Fatou property of law-invariant risk measures
Shengzhong Chen, Niushan Gao, Denny H. Leung, Lei Li
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Shengzhong ; Gao, Niushan ; Leung, Denny H. ; Li, Lei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 41-53
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| Subject: | Automatic Fatou property | Automatic continuity | Automatic dual representation | Law invariance | Risk measures | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013348902