Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices

DOI10.1007/S11117-013-0267-ZzbMath1312.46028OpenAlexW2030090600MaRDI QIDQ740836

Theresa M. Offwood-Le Roux, Coenraad C. A. Labuschagne

Publication date: 9 September 2014

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-013-0267-z

zbMATH Keywords

Banach latticeOrlicz spacetensor productOrlicz heartset-valued risk measure

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Spaces of vector- and operator-valued functions (46E40) Banach lattices (46B42) Ordered topological linear spaces, vector lattices (46A40) Tensor products in functional analysis (46M05)

Related Items (11)

SET-VALUED CASH SUB-ADDITIVE RISK MEASURES ⋮ Time consistency for set-valued dynamic risk measures for bounded discrete-time processes ⋮ Set-valued loss-based risk measures ⋮ Set-valued risk statistics with scenario analysis ⋮ Multivariate coherent risk measures induced by multivariate convex risk measures ⋮ SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES ⋮ SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES ⋮ Coherent and convex loss-based risk measures for portfolio vectors ⋮ Acceptability indexes for portfolio vectors ⋮ Regulator-based risk statistics for portfolios ⋮ Systemic risk statistics with scenario analysis

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