Jensen's inequality for monetary utility functions (Q372209): Difference between revisions
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| Property / cites work: Representation of the penalty term of dynamic concave utilities / rank | |||
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| Property / cites work: OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS / rank | |||
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| Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank | |||
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| Property / cites work: Optimal risk sharing with non-monotone monetary functionals / rank | |||
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| Property / cites work: Convex measures of risk and trading constraints / rank | |||
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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 |
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Jensen's inequality for monetary utility functions (English)
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14 October 2013
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monetary utility functions
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Jensen's inequality
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convex functions
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concave functions
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