• Title/Summary/Keyword: Fatou property

Search Result 3, Processing Time 0.017 seconds

ON RELATION AMONG COHERENT, DISTORTION AND SPECTRAL RISK MEASURES

  • Kim, Ju-Hong
    • The Pure and Applied Mathematics
    • /
    • v.16 no.1
    • /
    • pp.121-131
    • /
    • 2009
  • In this paper we examine the relation among law-invariant coherent risk measures with the Fatou property, distortion risk measures and spectral risk measures, and give a new proof of the relation among them. It is also shown that the spectral risk measure satisfies the monotonicity with respect to stochastic dominance and the comonotonic additivity.

  • PDF

THE INFINITE GROWTH OF SOLUTIONS OF SECOND ORDER LINEAR COMPLEX DIFFERENTIAL EQUATIONS WITH COMPLETELY REGULAR GROWTH COEFFICIENT

  • Zhang, Guowei
    • Bulletin of the Korean Mathematical Society
    • /
    • v.58 no.2
    • /
    • pp.419-431
    • /
    • 2021
  • In this paper we discuss the classical problem of finding conditions on the entire coefficients A(z) and B(z) guaranteeing that all nontrivial solutions of f" + A(z)f' + B(z)f = 0 are of infinite order. We assume A(z) is an entire function of completely regular growth and B(z) satisfies three different conditions, then we obtain three results respectively. The three conditions are (1) B(z) has a dynamical property with a multiply connected Fatou component, (2) B(z) satisfies T(r, B) ~ log M(r, B) outside a set of finite logarithmic measure, (3) B(z) is extremal for Denjoy's conjecture.