Continuity properties of law-invariant (quasi-)convex risk functions on L^∞

authored by

G. Svindland

Organisation(s)

Institute of Actuarial and Financial Mathematics

Type

Article

Journal

Mathematics and Financial Economics

ISSN

1862-9679

Publication date

2010

Publication status

Published

Peer reviewed

Yes

Electronic version(s)

https://doi.org/10.1007/s11579-010-0026-x (Access: Unknown)