摘要：In this paper, we explore several Fatou-type properties of risk measures.The paper continues to reveal that the strong Fatou property,whichwas introduced in [19], seems to be most suitable to ensure nice dual representations of risk measures.Our main result asserts that every quasiconvex law-invariant functional on a rearrangement invariant space X with the strong Fatou property is (X, L1) lower semicontinuous and that the converse is true on a wide range of rearrangement invariant spaces.We also study inf-convolutions of law-invariant or surplus-invariant risk measures that preserve the (strong) Fatou property.
