{
  "id": "1806.08701",
  "version": "v1",
  "published": "2018-06-21T14:13:53.000Z",
  "updated": "2018-06-21T14:13:53.000Z",
  "title": "Quasiconvex risk measures on variable exponent Bochner-Lebesgue spaces",
  "authors": [
    "Fei Sun",
    "Yijun Hu"
  ],
  "comment": "arXiv admin note: text overlap with arXiv:1806.01166",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we study the dual representation of quasiconvex risk measures defined on a special space of financial positions, which is called the variable exponent Bochner-Lebesgue space and was studied in detail by Cheng and Xu (2013). This space is denoted by $L^{p(\\cdot)}(\\Omega, E)$ where the variable exponent $p(\\cdot)$ is no longer a given real number like the space $L^{p}$, but a measurable function.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-06-21T14:13:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "variable exponent bochner-lebesgue space",
      "quasiconvex risk measures",
      "financial positions",
      "special space",
      "dual representation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}