论文标题
关于微弱最大货币风险量及其利率功能的代表
On the representation of weakly maxitive monetary risk measures and their rate functions
论文作者
论文摘要
本文提供了满足弱量级属性的货币风险度量（即单调翻译功能）的表示结果。该结果可以理解为Gärtner-ellis大偏差定理的功能分析概括。与经典的gärtner-ellis定理相反，速率函数是在任意连续的实现函数集而不是双重空间上计算的。作为主要结果的应用，我们为常规的Hausdorff拓扑空间建立了一个较大的偏差结果。
The present paper provides a representation result for monetary risk measures (i.e., monotone translation invariant functionals) satisfying a weak maxitivity property. This result can be understood as a functional analytic generalization of Gärtner-Ellis large deviations theorem. In contrast to the classical Gärtner-Ellis theorem, the rate function is computed on an arbitrary set of continuous real-valued functions rather than the dual space. As an application of the main result, we establish a large deviation result for sequences of sublinear expectations on regular Hausdorff topological spaces.
