Before revision:  This is a consequence of more general result which extend the usual Penot-Volle representation for quasiconvex real valued maps . We establish, in the conditional setting, a complete duality between quasiconvex risk measures and the appropriate class of dual functions .
After revision:  This is a consequence of more general result which extend the usual Penot-Volle representation for quasiconvex real valued maps .