3 citations · 3 across the 1 of their papers we have counts for
6 papers
On the extension property of dilatation monotone risk measures
Massoomeh Rahsepar, Foivos Xanthos
Let be a subset of that contains the space of simple random variables and a dilatation monotone func…
Stability properties of Haezendonck-Goovaerts premium principles
Niushan Gao, Cosimo Munari, Foivos Xanthos
We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always sati…
On local convexity in and switching probability measures
Niushan Gao, Denny H. Leung, Foivos Xanthos
In the paper, we investigate the following fundamental question. For a set in , when does there exist an equivalent probability measure $\ma…
A Local Hahn-Banach Theorem and Its Applications
Niushan Gao, Denny H. Leung, Foivos Xanthos
An important consequence of the Hahn-Banach Theorem says that on any locally convex Hausdorff topological space , there are sufficiently many continuous linear functionals to se…
The strong Fatou property of risk measures
Shengzhong Chen, Niushan Gao, Foivos Xanthos
In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be mo…
Duality for unbounded order convergence and applications
Niushan Gao, Denny H. Leung, Foivos Xanthos
Unbounded order convergence has lately been systematically studied as a generalization of almost everywhere convergence to the abstract setting of vector and Banach lattices. This…