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20122024
most citedBeyond cash-additive risk measures: when changing the numéraire fails

49 citations · 57 across the 17 of their papers we have counts for

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math.PR2017

A simple characterization of tightness for convex solid sets of positive random variables

Pablo Koch-Medina, Cosimo Munari, Mario Šikić

We show that for a convex solid set of positive random variables to be tight, or equivalently bounded in probability, it is necessary and sufficient that it is radially bounded, i.…