Risk Measures for Classical and Perturbed Risk Processes - a Survey

2000 Mathematics Subject Classification: 60B10, 60G17, 60G51, 62P05.

Directions De Majoration D'une Fonction Quasiconvexe Et Applications

We introduce the convex cone constituted by the directions of majoration of a quasiconvex function. This cone is used to formulate a qualification condition ensuring the epiconvergence of a sequence of general quasiconvex marginal functions in finite dimensional spaces.