caa a22 4500 445840013 CHVBK 20180317145341.0 cr unu---uuuuu 170323e20111001xx s 000 0 eng 10.1007/s00186-011-0359-0 doi (NATIONALLICENCE)springer-10.1007/s00186-011-0359-0 Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures [Elektronische Daten] [Radu Boţ, Alina-Ramona Frătean] A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. In this paper we underline the outstanding role played by the qualification conditions in the context of different problem formulations in this area. We show that not only the meanwhile classical generalized interiority point conditions come here to bear, but also a recently introduced one formulated by means of the quasi-relative interior. Springer-Verlag, 2011 Convex risk measures nationallicence Optimized certainty equivalent nationallicence Monotone and cash-invariant hulls nationallicence Qualification conditions nationallicence Boţ Radu Faculty of Mathematics, Chemnitz University of Technology, 09107, Chemnitz, Germany aut Frătean Alina-Ramona Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania aut Mathematical Methods of Operations Research Springer-Verlag 74/2(2011-10-01), 191-215 1432-2994 74:2<191 2011 74 186 https://doi.org/10.1007/s00186-011-0359-0 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00186-011-0359-0 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Boţ Radu Faculty of Mathematics, Chemnitz University of Technology, 09107, Chemnitz, Germany aut NATIONALLICENCE 700 1- Frătean Alina-Ramona Faculty of Mathematics and Computer Science, Babeş-Bolyai University, Cluj-Napoca, Romania aut NATIONALLICENCE 773 0- Mathematical Methods of Operations Research Springer-Verlag 74/2(2011-10-01), 191-215 1432-2994 74:2<191 2011 74 186 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer