12 citations · 57 across the 23 of their papers we have counts for
4 papers · 1 filter
Uniqueness of Kusuoka Representations
Alois Pichler, Alexander Shapiro
This paper addresses law invariant coherent risk measures and their Kusuoka representations. By elaborating the existence of a minimal representation we show that every Kusuoka rep…
Spectral Risk Measures, With Adaptions For Stochastic Optimization
Alois Pichler
Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involve…
Strategies To Evaluate The Riemann Zeta Function
Alois Pichler
This paper continues a series of investigations on converging representations for the Riemann Zeta function. We generalize some identities which involve Riemann's zeta function, an…
On A Rapidly Converging Series For The Riemann Zeta Function
Alois Pichler
To evaluate Riemann's zeta function is important for many investigations related to the area of number theory, and to have quickly converging series at hand in particular. We inves…