On closedness of law-invariant convex sets in rearrangement invariant spaces-Reference-Cited by-同舟云学术

On closedness of law-invariant convex sets in rearrangement invariant spaces

Published:2019-11-16 Issue:2 Volume:114 Page:175-183
ISSN:0003-889X
Container-title:Archiv der Mathematik
language:en
Short-container-title:Arch. Math.

Author:

Tantrawan Made^ORCID,Leung Denny H.

Funder

NUS Research Scholarship

AcRF grant

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s00013-019-01398-3.pdf

Reference13 articles.

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3. Delbaen, F.: Coherent risk measures on general probability spaces. In: Sandmann, Klaus, Schönbucher, Philip J. (eds.) Advances in Finance and Stochastics, pp. 1–37. Springer, Berlin (2002)

4. Gao, N., Leung, D., Munari, C., Xanthos, F.: Fatou property, representation, and extension of law-invariant risk measures on general Orlicz spaces. Finance Stoch. 22, 395–415 (2018)

5. Gao, N., Leung, D., Xanthos, F.: Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures. Studia Math. 249, 329–347 (2019)

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