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math.ST2026
Lambda-quantiles under the microscope
Fabio Bellini, Felix-Benedikt Liebrich
We study Lambda-quantiles, a generalisation of classical quantiles in which the constant probability level is replaced by a functional parameter $Λ\colon \mathbb{R} \t…
q-fin.RM2026
A unifying perspective on the collapse to the mean for law-invariant functionals
Felix-Benedikt Liebrich
We revisit the ``collapse to the mean'' phenomenon, which refers to mild structural conditions, such as local linearity, that force a law-invariant functional $\ph$ defined on fini…