| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260001555 |
| 003 | | | MAP |
| 005 | | | 20260129112613.0 |
| 008 | | | 260129e20250129bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20260001043$aGao, Niushan |
| 245 | 1 | 2 | $aA Note on continuity and asymptotic consistency of measures of risk and variability$cNiushan Gao and Foivos Xanthos |
| 520 | | | $aThey show that every convex, order-bounded above functional on a Fréchet lattice is automatically continuous. This improves a result in Ruszczynski and Shapiro ((2006) Mathematics of Operations Research 31(3), 433452.) and applies to many deviation and variability measures. We also show that an order-continuous, law-invariant functional on an Orlicz space is strongly consistent everywhere, extending a result in Krätschmer et al (2017) Finance and Stochastics 18(2), 271295) |
| 650 | | 4 | $0MAPA20080602437$aMatemática del seguro |
| 650 | | 4 | $0MAPA20080604721$aAnálisis multivariante |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20080574871$aCálculo integral |
| 700 | 1 | | $0MAPA20260001050$aXanthos, Foivos |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g29/01/2025 Volume 55 Issue 1 - January 2025 , p. 168-177$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
