Subgradients of law-invariant convex risk measures on L1

authored by

Gregor Svindland

Organisation(s)

Institute of Actuarial and Financial Mathematics

Type

Article

Journal

Statistics & Decisions

ISSN

0721-2631

Publication date

01.2009

Publication status

Published

Peer reviewed

Yes

Electronic version(s)

https://doi.org/10.1524/stnd.2009.1040 (Access: Unknown)