Law invariant convex risk measures View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2005

AUTHORS

Marco Frittelli , Emanuela Rosazza Gianin

ABSTRACT

As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant convex risk measures. Very particular cases of law invariant coherent and convex risk measures are also studied.

PAGES

33-46

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/4-431-27233-x_2

DOI

http://dx.doi.org/10.1007/4-431-27233-x_2

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1027806967


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "author": [
      {
        "affiliation": {
          "alternateName": "Dipartimento di Matematica per le Decisioni, Universit\u00e0 degli Studi di Firenze, Italy, Via C. Lombroso, 6/17, 50134, Firenze, Italy", 
          "id": "http://www.grid.ac/institutes/grid.8404.8", 
          "name": [
            "Dipartimento di Matematica per le Decisioni, Universit\u00e0 degli Studi di Firenze, Italy, Via C. Lombroso, 6/17, 50134, Firenze, Italy"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Frittelli", 
        "givenName": "Marco", 
        "id": "sg:person.07372153215.14", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07372153215.14"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Dipartimento di Matematica e Statistica, Universit\u00e0 di Napoli Federico II, Italy, Via Cinzia, 80126, Napoli, Italy", 
          "id": "http://www.grid.ac/institutes/grid.4691.a", 
          "name": [
            "Dipartimento di Matematica e Statistica, Universit\u00e0 di Napoli Federico II, Italy, Via Cinzia, 80126, Napoli, Italy"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Gianin", 
        "givenName": "Emanuela Rosazza", 
        "id": "sg:person.014461256033.79", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.014461256033.79"
        ], 
        "type": "Person"
      }
    ], 
    "datePublished": "2005", 
    "datePublishedReg": "2005-01-01", 
    "description": "As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant convex risk measures. Very particular cases of law invariant coherent and convex risk measures are also studied.", 
    "editor": [
      {
        "familyName": "Kusuoka", 
        "givenName": "Shigeo", 
        "type": "Person"
      }, 
      {
        "familyName": "Yamazaki", 
        "givenName": "Akira", 
        "type": "Person"
      }
    ], 
    "genre": "chapter", 
    "id": "sg:pub.10.1007/4-431-27233-x_2", 
    "isAccessibleForFree": false, 
    "isPartOf": {
      "isbn": [
        "4-431-24332-1"
      ], 
      "name": "Advances in Mathematical Economics", 
      "type": "Book"
    }, 
    "keywords": [
      "convex risk measures", 
      "particular case", 
      "Kusuoka", 
      "measures", 
      "cases", 
      "risk measures", 
      "coherent", 
      "generalization", 
      "representation", 
      "results", 
      "law-invariant convex risk measures"
    ], 
    "name": "Law invariant convex risk measures", 
    "pagination": "33-46", 
    "productId": [
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1027806967"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/4-431-27233-x_2"
        ]
      }
    ], 
    "publisher": {
      "name": "Springer Nature", 
      "type": "Organisation"
    }, 
    "sameAs": [
      "https://doi.org/10.1007/4-431-27233-x_2", 
      "https://app.dimensions.ai/details/publication/pub.1027806967"
    ], 
    "sdDataset": "chapters", 
    "sdDatePublished": "2022-08-04T17:19", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-springernature-scigraph/baseset/20220804/entities/gbq_results/chapter/chapter_400.jsonl", 
    "type": "Chapter", 
    "url": "https://doi.org/10.1007/4-431-27233-x_2"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/4-431-27233-x_2'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/4-431-27233-x_2'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/4-431-27233-x_2'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/4-431-27233-x_2'


 

This table displays all metadata directly associated to this object as RDF triples.

76 TRIPLES      21 PREDICATES      34 URIs      29 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/4-431-27233-x_2 schema:author Nc451ccf106a34c61ad620f3ba2dbc113
2 schema:datePublished 2005
3 schema:datePublishedReg 2005-01-01
4 schema:description As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant convex risk measures. Very particular cases of law invariant coherent and convex risk measures are also studied.
5 schema:editor N1f7844c4510a475d90ac14eca58db1ea
6 schema:genre chapter
7 schema:isAccessibleForFree false
8 schema:isPartOf Naaa73a18124b4444969a4475aae43bb1
9 schema:keywords Kusuoka
10 cases
11 coherent
12 convex risk measures
13 generalization
14 law-invariant convex risk measures
15 measures
16 particular case
17 representation
18 results
19 risk measures
20 schema:name Law invariant convex risk measures
21 schema:pagination 33-46
22 schema:productId N6fef4d91be2146de94369f512b24187c
23 Na83c94fd8e804ead9bddfce55641ac9c
24 schema:publisher N7404276d45ab4853a0c3aad360ebba23
25 schema:sameAs https://app.dimensions.ai/details/publication/pub.1027806967
26 https://doi.org/10.1007/4-431-27233-x_2
27 schema:sdDatePublished 2022-08-04T17:19
28 schema:sdLicense https://scigraph.springernature.com/explorer/license/
29 schema:sdPublisher Nf8beb229e31d4094a781fb0c12729646
30 schema:url https://doi.org/10.1007/4-431-27233-x_2
31 sgo:license sg:explorer/license/
32 sgo:sdDataset chapters
33 rdf:type schema:Chapter
34 N1f7844c4510a475d90ac14eca58db1ea rdf:first N4dfd14c5ca5c4c37af84f99b7cb75846
35 rdf:rest N917bf92636764498838ed5b26099f4c4
36 N21e772e05440497b9bc09c203fb69ed4 rdf:first sg:person.014461256033.79
37 rdf:rest rdf:nil
38 N4cfa10154e074371a179bb14aec3923d schema:familyName Yamazaki
39 schema:givenName Akira
40 rdf:type schema:Person
41 N4dfd14c5ca5c4c37af84f99b7cb75846 schema:familyName Kusuoka
42 schema:givenName Shigeo
43 rdf:type schema:Person
44 N6fef4d91be2146de94369f512b24187c schema:name doi
45 schema:value 10.1007/4-431-27233-x_2
46 rdf:type schema:PropertyValue
47 N7404276d45ab4853a0c3aad360ebba23 schema:name Springer Nature
48 rdf:type schema:Organisation
49 N917bf92636764498838ed5b26099f4c4 rdf:first N4cfa10154e074371a179bb14aec3923d
50 rdf:rest rdf:nil
51 Na83c94fd8e804ead9bddfce55641ac9c schema:name dimensions_id
52 schema:value pub.1027806967
53 rdf:type schema:PropertyValue
54 Naaa73a18124b4444969a4475aae43bb1 schema:isbn 4-431-24332-1
55 schema:name Advances in Mathematical Economics
56 rdf:type schema:Book
57 Nc451ccf106a34c61ad620f3ba2dbc113 rdf:first sg:person.07372153215.14
58 rdf:rest N21e772e05440497b9bc09c203fb69ed4
59 Nf8beb229e31d4094a781fb0c12729646 schema:name Springer Nature - SN SciGraph project
60 rdf:type schema:Organization
61 sg:person.014461256033.79 schema:affiliation grid-institutes:grid.4691.a
62 schema:familyName Gianin
63 schema:givenName Emanuela Rosazza
64 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.014461256033.79
65 rdf:type schema:Person
66 sg:person.07372153215.14 schema:affiliation grid-institutes:grid.8404.8
67 schema:familyName Frittelli
68 schema:givenName Marco
69 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07372153215.14
70 rdf:type schema:Person
71 grid-institutes:grid.4691.a schema:alternateName Dipartimento di Matematica e Statistica, Università di Napoli Federico II, Italy, Via Cinzia, 80126, Napoli, Italy
72 schema:name Dipartimento di Matematica e Statistica, Università di Napoli Federico II, Italy, Via Cinzia, 80126, Napoli, Italy
73 rdf:type schema:Organization
74 grid-institutes:grid.8404.8 schema:alternateName Dipartimento di Matematica per le Decisioni, Università degli Studi di Firenze, Italy, Via C. Lombroso, 6/17, 50134, Firenze, Italy
75 schema:name Dipartimento di Matematica per le Decisioni, Università degli Studi di Firenze, Italy, Via C. Lombroso, 6/17, 50134, Firenze, Italy
76 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...