@article{publication-19872, author={Gao, Niushan and Munari, Cosimo}, doi={10.1287/moor.2019.1035}, issn={0364-765X}, journal={Mathematics of operations research}, number=4, pages={1342-1370}, publisher={Institute for Operations Research and the Management Sciences (I N F O R M S)}, title={Surplus-invariant risk measures}, volume=45, year=2020, }