Monotone and cash-invariant convex functions and hulls
type: Item
instance of: scholarly article
title: Monotone and cash-invariant convex functions and hulls
zbMATH Open document ID: 1119.91051
author: Damir Filipović
author: Michael Kupper
published in: Insurance Mathematics \& Economics
publication date: 2007-07-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5173166
zbMATH Keywords: constrained risk measures
zbMATH Keywords: convex duality
zbMATH Keywords: infimal convolution
zbMATH Keywords: insurance regulation
zbMATH Keywords: monotone and cash-invariant functions and hulls
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.08.003
OpenAlex ID: W2010573607
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DOI: 10.1016/J.INSMATHECO.2006.08.003
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description: scientific article; zbMATH DE number 5173166