Law invariant risk measures have the Fatou property (Q3564005)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant risk measures have the Fatou property |
scientific article |
Statements
Law invariant risk measures have the Fatou property (English)
0 references
2 June 2010
0 references
law-invariance
0 references
cash-invariance
0 references
Fatou and Lebesgue properties
0 references
