Math 2.0

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Two-Regime Risk Measures under Convex Loss KP1THB2C09

URIm2://res/KP1THB2C09
Kindpreprint
CreatorsMihaela-Adriana Nistor, Ionel Popescu
Date2026-09-24
Subjectsarxiv q-fin.RM, arxiv math.PR
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Expressions

e1: version, preprint

Date2026-09-24
IdsarXiv 2610.08821

Items in this resource

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

ItemKindWhereSource
Cutoff profiles at boundary atomsstatementproposition 4.8arxiv
Consistency of finite-support approximationstatementtheorem 5.1arxiv
Mean-preserving scalar shadowstatementproposition 3.4arxiv
Pointwise, local \(L^p\), and uniform profile limitsstatementcorollary 4.9arxiv
Continuous convergence at atom-free cutoffsstatementtheorem 4.7arxiv
Optimal cuts, actions, and encodingsdefinitiondefinition 2.8arxiv
Half-line reduction (recalledstatementproposition 2.6arxiv
Objective-gap and minimizer-retention certificatestatementproposition 6.2arxiv
Retained axioms and state orderstatementproposition 3.1arxiv
Ordered and cutoff-monotone levelsstatementcorollary 2.10arxiv
Order and additivity on a fixed partitionstatementproposition 3.3arxiv
Epi-convergencedefinitiondefinition 4.10arxiv
Equivalent descriptions of a genuine one-jump limitstatementproposition 4.14arxiv
Cutoff profilesdefinitiondefinition 2.4arxiv
Outer stability of exact and approximate cutoffsstatementcorollary 4.12arxiv
Strong consistency of empirical regimesstatementtheorem 5.3arxiv
Subadditivity fails, even comonotonicallystatementproposition 3.7arxiv
Continuity of \(G\)-centeringstatementlemma 4.5arxiv
\(\psi\)-weak convergencedefinitiondefinition 4.2arxiv
Two-regime scan with conditional error controldefinitiondefinition 6.1arxiv
Moving restrictionsstatementlemma 4.6arxiv
Translation and positive-scale equivariancestatementproposition 2.11arxiv
Finite-support prefix characterizationstatementproposition 6.1arxiv
Four-point specializationstatementproposition 7.1arxiv
Useful characterizationsstatementlemma 4.3arxiv
Conditional centersstatementproposition 2.5arxiv
Wasserstein approximationstatementcorollary 5.2arxiv
Global monotonicity failsstatementproposition 3.6arxiv
Additivity along an affine raystatementcorollary 3.2arxiv
Existence and interval structurestatementproposition 2.2arxiv
Equivalence with two-state approximationstatementcorollary 2.7arxiv
Joint convergence of cutoffs, levels, and step graphsstatementtheorem 4.13arxiv
Cutoff-profile epi-convergence with boundary atomsstatementtheorem 4.11arxiv
Stochastic monotonicity of centersstatementproposition 2.9arxiv
A vanishing tail with persistent lossexampleexample 4.1arxiv
One-regime aggregation envelopestatementproposition 3.8arxiv

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