On the extension property of dilatation monotone risk measures
نویسندگان
چکیده
منابع مشابه
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures
This paper has been motivated by general considerations on the topic of Risk Measures, which essentially are convex monotone maps de ned on spaces of random variables, possibly with the so-called Fatou property. We show rst that the celebrated Namioka-Klee theorem for linear, positive functionals holds also for convex monotone maps on Frechet lattices. It is well-known among the specialists th...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2020
ISSN: 2196-7040,2193-1402
DOI: 10.1515/strm-2020-0006