Jensen's inequality for monetary utility functions (Q372209): Difference between revisions

@@ Property / author @@
-Jing Liu
@@ Property / author: Jing Liu / rank @@
-Normal rank
@@ Property / author @@
+Jing Liu
@@ Property / author: Jing Liu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+D15
@@ Property / Mathematics Subject Classification ID: 26D15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A51
@@ Property / Mathematics Subject Classification ID: 26A51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6215502
@@ Property / zbMATH DE Number: 6215502 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+monetary utility functions
@@ Property / zbMATH Keywords: monetary utility functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Jensen's inequality
@@ Property / zbMATH Keywords: Jensen's inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex functions
@@ Property / zbMATH Keywords: convex functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+concave functions
@@ Property / zbMATH Keywords: concave functions / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59289385
@@ Property / Wikidata QID: Q59289385 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of the penalty term of dynamic concave utilities
+Normal rank
@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
+Normal rank
@@ Property / cites work @@
+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
@@ Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with non-monotone monetary functionals
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:372209