منابع مشابه
Strassen's Theorem for Vector Measures
A type of Strassen's Theorem for measures taking values in the positive cone of a Banach lattice is proved. An application is given to metrics for convergence of vector measures. 1. Preliminaries: vector measures Let y be a field of subsets of a set X, and let (B, || • ||) be a Banach space. (All vector spaces we consider are assumed to have real scalars.) Then a(Sr, B) is the set of all additi...
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We define (d, n)−coherent risk measures as set-valued maps from Ld into IR satisfying some axioms. We show that this definition is a convenient extension of the real-valued risk measures introduced by Artzner, Delbaen, Eber and Heath (1998). We then discuss the aggregation issue, i.e. the passage from IR−valued random portfolio to IR−valued measure of risk. Necessary and sufficient conditions o...
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ژورنال
عنوان ژورنال: MATHEMATICA SCANDINAVICA
سال: 1971
ISSN: 1903-1807,0025-5521
DOI: 10.7146/math.scand.a-11003