{"paper":{"title":"The Natural Banach Space for Version Independent Risk Measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.FA","authors_text":"Alois Pichler","submitted_at":"2013-03-26T21:42:17Z","abstract_excerpt":"Risk measures, or coherent measures of risk are often considered on the space L^\\infty, and important theorems on risk measures build on that space. Other risk measures, among them the most important risk measure---the Average Value-at-Risk---are well defined on the larger space L^1 and this seems to be the natural domain space for this risk measure. Spectral risk measures constitute a further class of risk measures of central importance, and they are often considered on some L^p space. But in many situations this is possibly unnatural, because any L^p with p>p_0, say, is suitable to define th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1303.6675","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}