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

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-Jing Liu
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+Q59289385
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+Normal rank
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+MaRDI publication profile
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+Normal rank
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+Representation of the penalty term of dynamic concave utilities
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
@@ Property / cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS / rank @@
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+Optimal risk sharing with non-monotone monetary functionals
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:372209