Qualitative robustness of utility-based risk measures
计算了基于效用函数的风险度量的定性稳健性指数，并探讨了其有限性和连续性的自然定义域。
We contribute to the literature on statistical robustness of risk measures by computing the index of qualitative robustness for risk measures based on utility functions. This problem is intimately related to finding the natural domain of finiteness and continuity of such risk measures.