2024-03-28T15:51:15Zhttps://eprints.lib.hokudai.ac.jp/dspace-oai/requestoai:eprints.lib.hokudai.ac.jp:2115/692702022-11-17T02:08:08Zhdl_2115_45007hdl_2115_116On the worst conditional expectationInoue, A.coherent risk measure. worst conditional expectationNeyman-Pearson lemma410We study continuous coherent risk measures on LP, in particular, the worst conditional expectations. We show some representation theorems for them, extending the results of Artzner, Delbaen. Ehn, Heath. and Kusuoka.Department of Mathematics, Hokkaido UniversityDepartmental Bulletin Paperapplication/pdfhttp://hdl.handle.net/2115/69270info:doi/10.14943/83666https://eprints.lib.hokudai.ac.jp/dspace/bitstream/2115/69270/1/pre520.pdfHokkaido University Preprint Series in Mathematics5201102001-03engpublisher