Jensen's inequality for monetary utility functions (Q372209): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q212724 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q59289385 / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Representation of the penalty term of dynamic concave utilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal risk sharing with non-monotone monetary functionals / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Convex measures of risk and trading constraints / rank | |||
Normal rank | |||
Latest revision as of 23:29, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen's inequality for monetary utility functions |
scientific article |
Statements
Jensen's inequality for monetary utility functions (English)
0 references
14 October 2013
0 references
monetary utility functions
0 references
Jensen's inequality
0 references
convex functions
0 references
concave functions
0 references
