论文标题
Inf-Contonconconcontolution和最佳风险共享以及可数的风险措施集
Inf-convolution and optimal risk sharing with countable sets of risk measures
论文作者
论文摘要
风险措施的INF卷积与风险共享和一般均衡直接相关，并且引起了数学金融和保险问题的极大关注。但是，该理论仅限于有限的风险度量集。这项研究将其凸组合形式的风险度量的Inf卷卷扩展到了一套可数（不一定是有限的）替代方案。这种方法的直观含义是代表当前有限凸权重的概括到可计数的情况下。随后，我们将已知属性和结果广泛概括为该框架。具体而言，我们研究了属性，双重表示，最佳分配和自我卷积的保存。
The inf-convolution of risk measures is directly related to risk sharing and general equilibrium, and it has attracted considerable attention in mathematical finance and insurance problems. However, the theory is restricted to finite sets of risk measures. This study extends the inf-convolution of risk measures in its convex-combination form to a countable (not necessarily finite) set of alternatives. The intuitive meaning of this approach is to represent a generalization of the current finite convex weights to the countable case. Subsequently, we extensively generalize known properties and results to this framework. Specifically, we investigate the preservation of properties, dual representations, optimal allocations, and self-convolution.
