On a class of law invariant convex risk measures
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Author / Producer
Date
2011-06
Publication Type
Journal Article
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yes
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published
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Journal / series
Volume
15 (2)
Pages / Article No.
343 - 363
Publisher
Springer
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Date created
Subject
Law invariant convex risk measures; Robust representation; Variational methods
Organisational unit
03440 - Delbaen, Freddy (emeritus)
Notes
Received 13 July 2007, Accepted 8 February 2010, Published online 23 December 2010.