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Subdifferential representations of risk measures

✍ Scribed by Georg Ch. Pflug


Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
186 KB
Volume
108
Category
Article
ISSN
0025-5610

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Subdifferential representation formula a
✍ Rafael Correa; Pedro Gajardo; Lionel Thibault πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 424 KB

Several kinds of behaviors of extended-real-valued lower semicontinuous functions are known to be equivalent to certain appropriate conditions in terms of the Clarke subdifferential. The paper provides a systematic study showing that any such condition with the Clarke subdifferential is valid if and