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- W2105998097 abstract "We identify a large class of Orlicz spaces $X$ for which the topology $sigma(X,X_n^sim)$ fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a $w^*$-representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version of Delbaen's Fatou property. Our results apply, in particular, to risk measures on all Orlicz spaces over $[0,1]$ which is not $L_1[0,1]$." @default.
- W2105998097 created "2016-06-24" @default.
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- W2105998097 date "2015-11-10" @default.
- W2105998097 modified "2023-09-26" @default.
- W2105998097 title "On the C-property and $w^*$-representations of risk measures" @default.
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- W2105998097 doi "https://doi.org/10.48550/arxiv.1511.03159" @default.
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