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Convex risk measures 1 Fatou property 1 Greco theorem 1 Krein-Smulian theorem 1 Simons’ lemma 1 general Dini theorem 1 inner Daniell stone theorem 1 model uncertainty 1 nonsequential Fatou property 1 s-additive robust representation 1 strong s-additive robust representation 1
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Krätschmer, Volker 1
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
-Smulian theorem, Greco theorem, inner Daniell stone theorem, general Dini theorem, Simons’ lemma. JEL CLASSIFICATION G10 AMS … pointwise to Z and satisfies by dominated convergence as well as the Greco theorem (cf. [14], Theorem 2.10) the idenities Λ …
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