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• W1544222705 abstract "A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. In this paper we underline the outstanding role played by the qualification conditions in the context of different problem formulations in this area. We show that not only the meanwhile classical generalized interiority point conditions come here to bear, but also a recently introduced one formulated by means of the quasi-relative interior." @default.
• W1544222705 created "2016-06-24" @default.
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• W1544222705 date "2011-05-26" @default.
• W1544222705 modified "2023-10-17" @default.
• W1544222705 title "Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures" @default.
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• W1544222705 doi "https://doi.org/10.1007/s00186-011-0359-0" @default.
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