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PhD-TW Colloquium "#$!%$&'()'*+,-'(!'.$/0,'/!0(%!,#$!%-11$/$(&$!'1!&'()$2!/-34!5$03+/$3!
 

Summary: !
PhD-TW Colloquium
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Stochastic System and Signal Theory
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Date & Place:! 8 March 2012, Ravelijn 2231
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Time:! 15:45­16:45
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9:3,/0&,;!
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In this talk, we introduce the notion of the deconvolution, which is known in convex analysis, as an operation in risk analysis. Based on the axiomatic
approach of Artzner, Delbaen, Eber, and Heath in 1999 Föllmer and Schied derived a dual representation of convex risk measures in 2002. We characterize

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering