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We derive formulas for constants of strong convexity (CSCs) of risk
functions encountered in two-stage stochastic programs with linear recourse.
One of them yields a CSC as the optimal value of a certain QCQP, another one
in terms of the thickness of the feasibility polytope of the dual problem associated
to the recourse problem. CSCs appear in Hoelder-type estimates relating the distance of optimal
solution sets of stochastic programs to a suitable distance of underlying probability distributions.