29 citations · 65 across the 16 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
q-fin.MF2019
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…
math.PR2019
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…