Auflistung nach Schlagwort "Law invariance"

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  • Law-invariant functionals that collapse to the mean 
    Bellini, Fabio; Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (Amsterdam : Elsevier, 2021)
    We discuss when law-invariant convex functionals “collapse to the mean”. More precisely, we show that, in a large class of spaces of random variables and under mild semicontinuity assumptions, the expectation functional ...
  • Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity 
    Liebrich, Felix-Benedikt; Munari, Cosimo (Heidelberg : Springer, 2022)
    We establish general “collapse to the mean” principles that provide conditions under which a law-invariant functional reduces to an expectation. In the convex setting, we retrieve and sharpen known results from the literature. ...