A Note on continuity and asymptotic consistency of measures of risk and variability

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<dc:creator>Gao, Niushan</dc:creator>
<dc:creator>Xanthos, Foivos </dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2025-01-29</dc:date>
<dc:description xml:lang="es">Sumario: They 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)</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/189383.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Análisis multivariante</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Cálculo integral</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Note on continuity and asymptotic consistency of measures of risk and variability</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 29/01/2025 Volume 55 Issue 1 - January 2025 , p. 168-177</dc:relation>
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