Representation of weakly maxitive monetary risk measures and their rate functions

DOI10.1016/j.jmaa.2023.127072OpenAlexW4318567253MaRDI QIDQ2695985

José Miguel Zapata

Publication date: 5 April 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.05982

zbMATH Keywords

large deviationsrate functionLaplace principlemaxitive monetary risk measure

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes (60Jxx) Classical measure theory (28Axx)

Cites Work

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