The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s11425-006-2010-8 / rank | |||
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Q4550909 / rank | |||
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| Property / cites work: Convex measures of risk and trading constraints / rank | |||
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Latest revision as of 14:53, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) |
scientific article |
Statements
The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (English)
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16 February 2007
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Choquet integral
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comonotonically subadditive
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comonotonically convex
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