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

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

We obtain a representation for set-valued risk measures which are defined on the completed l -tensor product E ⊗ ~ l G of Banach lattices E and G . This representation extends known representations for set-valued risk measures defined on Bochner spaces L p ( P , R d ) of p -integrable functions with...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Positivity : an international journal devoted to the theory and applications of positivity in analysis 2014-09, Vol.18 (3), p.619-639
Hauptverfasser: Labuschagne, Coenraad C. A., Offwood-Le Roux, Theresa M.
Format: Artikel
Sprache:eng
Schlagworte:
Calculus of Variations and Optimal Control
Optimization
Econometrics
Fourier Analysis
Mathematical functions
Mathematics
Mathematics and Statistics
Operator Theory
Potential Theory
Random variables
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We obtain a representation for set-valued risk measures which are defined on the completed l -tensor product E ⊗ ~ l G of Banach lattices E and G . This representation extends known representations for set-valued risk measures defined on Bochner spaces L p ( P , R d ) of p -integrable functions with values in R d .
ISSN:1385-1292
1572-9281
DOI:10.1007/s11117-013-0267-z