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THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1

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2015The Axiomatic Approach to Risk Measures for Capital Determination55 cited
2013The natural Banach space for version independent risk measures55 cited
2018Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces51 cited
2020DISTORTION RISKMETRICS ON GENERAL SPACES50 cited
2013RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION49 cited

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2020Risk Aversion in Regulatory Capital Principles44 cited

2014General dual measures of riskiness1 cited