- TITLE: Continuity and Finite-Valuedness of Set-Valued Risk Measures.
- AUTHOR: Andreas Hamel and Birgit Rudloff
- ABSTRACT: Definitions and conditions for a set-valued measure of risk to have ''finite values''
are given. Moreover, continuity properties for convex and non-convex risk measures are
investigated. As an example, set-valued variants of Value at Risk are considered.
- STATUS: In: Chr. Tammer, F. Heyde (eds.):
Festschrift in Celebration of Prof. Dr. Wilfried Grecksch's 60th Birthday. Shaker Verlag, Aachen, 49 - 64, 2008.
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