In this paper we prove that, without the additional continuous assumption on g, a g-expectation $\scr {E}_ {g}$ satisfies translation invariance if and only if g is independent of y, and $\scr {E}_ {g ...

𝑔 Theorem from Strong Subadditivity Journal: Physical Review Letters Published: 2024-07-19 DOI: 10.1103/physrevlett.133.031501 Affiliations: 2 Authors: 4 Go to article ...

Gap between holographic and quantum mechanical extreme rays of the subadditivity cone Journal: Physical Review D Published: 2024-02-16 DOI: 10.1103/physrevd.109.l041901 Affiliations: 4 Authors: 3 ...

For more information on this research see: Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Insurance Mathematics & Economics, 2017;75 ():105-116.

We consider the problem of determining appropriate solvency capital requirements for an insurance company or a financial institution. We demonstrate that the subadditivity condition that is often ...