9 citations · 10 across the 5 of their papers we have counts for
4 papers · 1 filter
Monetary Measures of Risk
Andreas H Hamel
This survey gives an introduction to monetary measures of risk as monotone and cash additive functions on spaces of univariate random variables. Primal and dual representation resu…
Set Relations and Approximate Solutions in Set Optimization
Giovanni Crespi, Andreas H Hamel, Matteo Rocca +1
Via a family of monotone scalar functions, a preorder on a set is extended to its power set and then used to construct a hull operator and a corresponing complete lattice of sets.…
Lower cone distribution functions and set-valued quantiles form Galois connections
Cagin Ararat, Andreas H Hamel
It is shown that the recently introduced lower cone distribution function and the associated set-valued multivariate quantile generate a Galois connection between a complete lattic…
Minimal element theorems revisited
Andreas H Hamel, Constantin Zalinescu
Starting with the Brezis-Browder principle, we give stronger versions of many variational principles and minimal element theorems which appeared in the recent literature. Relations…