We provide a dual characterisation of the weak-closure of a finite sum of cones in adapted to a discrete time filtration : the cone in the sum contains bounded random variables that are -measurable. Hence we obtain a generalisation of Delbaen's m-stability condition…
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4 results for “m-stability”
The paper examines dynamic reserving for multiple currencies under coherent risk measures.
problem Dynamic reserving for risk in multiple currencies under a general coherent risk measure.
method Shows time-consistency of reserving portfolios in multiple currencies when a generalized m-stability condition holds, equivalent to dynamic trading across baskets of currencies with proportional transaction costs.
result A version of the Fundamental Theorem of Asset Pricing holds in this context, proving time-consistency of reserving portfolios.
Knot Floer homology stabilizes with twists.
problem Understanding knot behavior through homology.
method Analyzing full twists on parallel strands.
result Knot Floer homologies stabilize as twists increase.
The study examines how twisting a knot affects its homology and stability properties.
problem Investigating the impact of twisting a knot on its homology and stability.
method Use bordered Floer homology and immersed curve invariants.
result Total dimension, τ(K_m), and thickness of K_m are linear functions of m for large m.