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math.PR2022
On Conditional Chisini Means and Risk Measures
Alessandro Doldi, Marco Maggis
Given a real valued functional T on the space of bounded random variables, we investigate the problem of the existence of a conditional version of nonlinear means. We follow a semi…
math.PR2012
Conditionally Evenly Convex Sets and Evenly Quasi-Convex Maps
Marco Frittelli, Marco Maggis
Evenly convex sets in a topological vector space are defined as the intersection of a family of open half spaces. We introduce a generalization of this concept in the conditional f…