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A boolean valued analysis approach to conditional risk
Vladikavkazskij matematičeskij žurnal, Tome 21 (2019) no. 4, pp. 71-89 Cet article a éte moissonné depuis la source Math-Net.Ru

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By means of the techniques of Boolean valued analysis, we provide a transfer principle between duality theory of classical convex risk measures and duality theory of conditional risk measures. Namely, a conditional risk measure can be interpreted as a classical convex risk measure within a suitable set-theoretic model. As a consequence, many properties of a conditional risk measure can be interpreted as basic properties of convex risk measures. This amounts to a method to interpret a theorem of dual representation of convex risk measures as a new theorem of dual representation of conditional risk measures. As an instance of application, we establish a general robust representation theorem for conditional risk measures and study different particular cases of it. 
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J. M. Zapata. A boolean valued analysis approach to conditional risk. Vladikavkazskij matematičeskij žurnal, Tome 21 (2019) no. 4, pp. 71-89. http://geodesic.mathdoc.fr/item/VMJ_2019_21_4_a6/

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