On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures
On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures
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论Namioka-Klee定理的推广及风险测度的Fatou性质
DOI：
10.1007/978-3-642-02608-9_1
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发表时间：
2009
期刊：
影响因子：
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通讯作者：
M. Frittelli
中科院分区：
文献类型：
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作者：
Sara Biagini;M. Frittelli
本文的动机是对风险度量的一般考虑，风险度量本质上是定义在随机变量空间上的凸单调映射，可能具有所谓的Fatou性质。
This paper has been motivated by general considerations on the topic of Risk Measures, which essentially are convex monotone maps defined on spaces of random variables, possibly with the so-called Fatou property.