Representations of set-valued risk measures defined on the $$l$$l-tensor product of Banach lattices
Representations of set-valued risk measures defined on the $$l$$l-tensor product of Banach lattices
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DOI：
10.1007/s11117-013-0267-z
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发表时间：
2014-09
期刊：
影响因子：
1
通讯作者：
C. Labuschagne;Theresa M. Offwood-Le Roux
中科院分区：
文献类型：
--
作者：
C. Labuschagne;Theresa M. Offwood-Le Roux
我们得到了定义在Banach格和的完备张量积上的集值风险度量的一个表示。这种表示推广了Bochner可积函数空间上定义的集值风险度量的已知表示，其值在中。
We obtain a representation for set-valued risk measures which are defined on the completed-tensor productof Banach latticesand. This representation extends known representations for set-valued risk measures defined on Bochner spacesof-integrable functions with values in.