搜索结果: 1-2 共查到“经济学 Quasiconvex”相关记录2条 . 查询时间(0.063 秒)
Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type
quasiconvex functions dual representation complete duality L0-modules dynamic risk measures quasiconvex risk measures
2012/3/2
We provide a dual representation of quasiconvex conditional risk measures $% \rho $ defined on $L^{0}$ modules of the $L^{p}$ type. This is a consequence of more general result which extend the usual ...
Dual Representation of Quasiconvex Conditional Maps
Dual Representation Quasiconvex Conditional Maps
2010/10/18
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued ...