Question: I would like to know how to write the correct process for the two small questions in this question. Thank you! Exercise 4. Let (0,)
Exercise 4. Let (0,) be fixed. Let a be the mapping defined by (X):=1log(E(eX)) (i) What technical condition must X satisfy in order for (X) to be finite? (ii) Is a risk measure? Is a monetary risk measure? Is a convex risk measure? Justify carefully your answers
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