Uncertainty orders on the sublinear expectation space (Q317860): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-additive measure and integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2892811 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic dominance with respect to a capacity and risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic ordering of multivariate normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solutions of the \(G\)-heat equation for a class of initial conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax tests and the Neyman-Pearson lemma for capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choquet expectation and Peng's \(g\)-expectation / rank
 
Normal rank

Latest revision as of 16:15, 12 July 2024

scientific article
Language Label Description Also known as
English
Uncertainty orders on the sublinear expectation space
scientific article

    Statements

    Uncertainty orders on the sublinear expectation space (English)
    0 references
    0 references
    0 references
    4 October 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    uncertainty order
    0 references
    sublinear expectation
    0 references
    Choquet integral
    0 references
    quantile function
    0 references
    risk measure
    0 references
    0 references