Search Results for author: Foivos Xanthos

Found 2 papers, 0 papers with code

A note on continuity and consistency of measures of risk and variability

no code implementations16 May 2024 Niushan Gao, Foivos Xanthos

In this short note, we show that every convex, order bounded above functional on a Banach lattice is automatically norm continuous.

Stability properties of Haezendonck-Goovaerts premium principles

no code implementations24 Sep 2019 Niushan Gao, Cosimo Munari, Foivos Xanthos

In addition, we show that Haezendonck-Goovaerts principles satisfy the stronger Lebesgue property if and only if the reference Orlicz function fulfills the so-called $\Delta_2$ condition.

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