This is the first book devoted to linear systems of the form: σ={〈 at, x〉≤ bt, t∈ W;〈 at, x〉<
bt, t∈ S}, where〈·,·〉 denotes the standard inner product in Rn, W and S are arbitrary …

Abstract Let (Ω, F, F, P) be a filtered probability space with a filtration F=(F t) t∈[0, T]
satisfying the usual conditions and T a finite time, L 0 (F 0) the algebra of equivalence …

We investigate to which extent the relevant features of (static) Systemic Risk Measures can
be extended to a conditional setting. After providing a general dual representation result, we …

In the conditional setting we provide a complete duality between quasiconvex risk measures
defined on L 0 modules of the L p type and the appropriate class of dual functions. This is …

This survey study discusses main aspects to optimal estimation methodologies for panel
data regression models. In particular, we present current methodological developments for …

Recently, based on the idea of randomizing space theory, random convex analysis has
been being developed in order to deal with the corresponding problems in random …

First, this paper introduces the notion of L 0-convex compactness for a special class of
closed convex subsets–closed L 0-convex subsets of a Hausdorff topological module over …

We describe the axiomatic approach to real-valued Systemic Risk Measures, which is a
natural counterpart to the nowadays classical univariate theory initiated by Artzner et al. in …

Since its appearance, even convexity has become a remarkable notion in convex analysis.
In the fifties, W. Fenchel introduced the evenly convex sets as those sets solving linear …

This Thesis focuses on two main topics. Firstly, we introduce and analyze the novel concept
of Systemic Optimal Risk Transfer Equilibrium (SORTE), and we progressively generalize it …