Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan, Leung, Denny, Munari, Cosimo, Xanthos, FoivosLanguage:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-018-0357-7
Date:
March, 2018
File:
PDF, 841 KB
english, 2018