Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces.
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| Title: | Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. |
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| Authors: | Gao, Niushan1 gao.niushan@uleth.ca, Leung, Denny2 matlhh@nus.edu.sg, Munari, Cosimo3 cosimo.munari@bf.uzh.ch, Xanthos, Foivos4 foivos@ryerson.ca |
| Source: | Finance & Stochastics. Apr2018, Vol. 22 Issue 2, p395-415. 21p. |
| Database: | Business Source Ultimate |
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| ISSN: | 09492984 |
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| DOI: | 10.1007/s00780-018-0357-7 |
