Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Niushan Gao, Denny Leung, Cosimo Munari, Foivos Xanthos
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Gao, Niushan ; Leung, Denny H. ; Munari, Cosimo-Andrea ; Xanthos, Foivos |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 2, p. 395-415
|
| Subject: | Risk measures | Law-invariance | Fatou property | Dual representations | Conditional expectations | Orlicz spaces | 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: | 10.1007/s00780-018-0357-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011945798