On law invariant coherent risk measures

The idea of coherent risk measures has been introduced by Artzner, Delbaen, Eber and Heath [1]. We think of a special class of coherent risk measures and give a characterization of it. Let (Ω, ℱ, P) be a probability space. We denote L ∞(Ω, ℱ, P) by L ∞. Following [1], we give the following definition.