Abstract
As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant convex risk measures. Very particular cases of law invariant coherent and convex risk measures are also studied.
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© 2005 Springer-Verlag
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Frittelli, M., Gianin, E.R. (2005). Law invariant convex risk measures. In: Kusuoka, S., Yamazaki, A. (eds) Advances in Mathematical Economics. Advances in Mathematical Economics, vol 7. Springer, Tokyo. https://doi.org/10.1007/4-431-27233-X_2
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DOI: https://doi.org/10.1007/4-431-27233-X_2
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Publisher Name: Springer, Tokyo
Print ISBN: 978-4-431-24332-8
Online ISBN: 978-4-431-27233-5
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