Dual characterization of properties of risk measures on Orlicz hearts

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Robust return risk measures (2017, unknown): “We refer the interested reader to [1,2,10,11,13,21,28,34] and the references therein for further properties of Orlicz premia and Orlicz spaces and their use in risk measurement and portfolio choice.”
Recent progress in random metric theory and its applications to conditional risk measures (2010, background): “Since the model space is too narrow to include the important risk models such as normally or log-normally distributed random variables, there is a growing mathematical flnance literature dealing with convex risk measures beyond L 1 , see e.g., [3, 8 ,9,17,53,55,61].”
Haezendonck-Goovaerts risk measures and Orlicz quantiles (2012, background): “licz spaces We recall the basic definitions on Orlicz spaces following Edgar and Sucheston (1992) and Cheridito and Li (2008, 2009).”
Representation results for law invariant time consistent functions (2009, unknown): “[26] and Cheridito and Li [10].”