4 citations · 7 across the 11 of their papers we have counts for
13 papers
Logarithmic Large Deviations for Heavy-Tailed Randomly Stopped Sums
José M. Zapata
We derive logarithmic large-deviation asymptotics for randomly stopped sums with nonnegative summands satisfy a weak form of regular variation. Our approach is based on a count-sca…
Stochastic dominance of sums of risks under dependence conditions
Jorge Navarro, José M. Zapata
We provide conditions for the stochastic dominance comparisons of a risk and an associated risk , where represents the uncertainty due to the environment and where …
On independence and large deviations for sublinear expectations
Pedro Terán, José M. Zapata
We prove by counterexample that a large deviation principle established by Chen and Feng [{\em Comm. Statist. Theory Methods} {\bf 45} (2016), 400--412] in the framework of subline…
Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations
José Miguel Zapata
In decision making under uncertainty and risk, worst-case risk assessments are often conducted using maxitive monetary risk measures. In this article, we study maxitive monetary ri…
On the representation of weakly maxitive monetary risk measures and their rate functions
José Miguel Zapata
The present paper provides a representation result for monetary risk measures (i.e., monotone translation invariant functionals) satisfying a weak maxitivity property. This result…
Weakly maxitive set functions and their possibility distributions
Michael Kupper, José Miguel Zapata
The Shilkret integral with respect to a completely maxitive capacity is fully determined by a possibility distribution. In this paper, we introduce a weaker topological form of max…
Large deviations built on max-stability
Michael Kupper, José Miguel Zapata
In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable…
On compactness in -modules
Asgar Jamneshan, Jose Miguel Zapata
Several results in functional analysis are extended to the setting of -modules, where denotes the ring of all measurable functions . The focus i…
A Boolean valued analysis approach to conditional risk
José Miguel Zapata
By means of the techniques of Boolean valued analysis, we provide a transfer principle between duality theory of classical convex risk measures and duality theory of conditional ri…
Boolean-valued models as a foundation for locally -convex analysis and Conditional set theory
Antonio Avilés, José Miguel Zapata
Locally -convex modules were introduced in [D. Filipovic, M. Kupper, N. Vogelpoth. Separation and duality in locally -convex modules. J. Funct. Anal. 256(12), 3996-4029 (…
Duality and stable compactness in Orlicz-type modules
José Orihuela, José Miguel Zapata
Orlicz-type modules are module analogues of classical Orlicz spaces. We study duality and stable compactness in Orlicz-type modules. We characterize the conditional Köthe dual of a…
A study of stability in locally -convex modules and a conditional version of James' compactness theorem
José Orihuela, José Miguel Zapata
Locally -convex modules were introduced in [D. Filipovic, M. Kupper, N. Vogelpoth. Separation and duality in locally -convex modules. J. Funct. Anal. 256(12), 3996-4029 (…
Randomized versions of Mazur lemma and Krein-Smulian theorem
Jose Miguel Zapata
We extend to the framework of locally -convex modules some results from classical convex analysis. Namely, randomized versions of Mazur lemma and Krein-Smulian theorem under m…