On the Construction of Size Extensive Effective Hamiltonians in General Model Spaces Using Quasi-Hilbert and Quasi-Fock Strategies

Author(s):  
Debasis Mukhopadhyay ◽  
Debashis Mukherjee
2020 ◽  
Vol 50 (3) ◽  
pp. 827-851 ◽  
Author(s):  
Qiuqi Wang ◽  
Ruodu Wang ◽  
Yunran Wei

AbstractThe class of distortion riskmetrics is defined through signed Choquet integrals, and it includes many classic risk measures, deviation measures, and other functionals in the literature of finance and actuarial science. We obtain characterization, finiteness, convexity, and continuity results on general model spaces, extending various results in the existing literature on distortion risk measures and signed Choquet integrals. This paper offers a comprehensive toolkit of theoretical results on distortion riskmetrics which are ready for use in applications.


2006 ◽  
Author(s):  
Otmar E. Varela ◽  
Elvira Salgado ◽  
Virginia Lazio

Sign in / Sign up

Export Citation Format

Share Document