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  • Search: subject:"nonsequential Fatou property"
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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
more suitable unless in some special cases. However, it also seems that even the nonsequential Fatou property is … that ρ satisfies the nonsequential Fatou property if liminf i ρ(Xi) ≥ρ(X) holds whenever (Xi)i∈I is a uniformly bounded net … limit of a sequence in Ar. Lemma 2.1 Under (2.1) ρ satisfies the nonsequential Fatou property if and only if it fulfills the …
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