Received: 7 October 2019  Accepted: 27 April 2020
DOI: 10.1111/mafi.12270

ORIGINAL ARTICLE


Risk functionals with convex level sets
Ruodu Wang1             Yunran Wei2
1 Department of Statistics and Actuarial
                           Abstract
Science, University of Waterloo, Waterloo,
Ontario, Canada                    We analyze the “convex level sets” (CxLS) property of risk
2 Department of Statistics and Actuarial       functionals, which is a necessary condition for the notions
Science,  ...