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

@@ Property / DOI @@
-.1515/math-2016-0023
@@ Property / DOI: 10.1515/math-2016-0023 / rank @@
-Normal rank
@@ Property / author @@
-De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
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@@ Property / author @@
+De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E15
@@ Property / Mathematics Subject Classification ID: 60E15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B06
@@ Property / Mathematics Subject Classification ID: 91B06 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B50
@@ Property / Mathematics Subject Classification ID: 90B50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6632355
@@ Property / zbMATH DE Number: 6632355 / rank @@
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@@ Property / zbMATH Keywords @@
+uncertainty order
@@ Property / zbMATH Keywords: uncertainty order / rank @@
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@@ Property / zbMATH Keywords @@
+sublinear expectation
@@ Property / zbMATH Keywords: sublinear expectation / rank @@
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@@ Property / zbMATH Keywords @@
+Choquet integral
@@ Property / zbMATH Keywords: Choquet integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantile function
@@ Property / zbMATH Keywords: quantile function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk measure
@@ Property / zbMATH Keywords: risk measure / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1515/math-2016-0023
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@@ Property / OpenAlex ID @@
+W2351220136
@@ Property / OpenAlex ID: W2351220136 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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@@ Property / cites work @@
+The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
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@@ Property / cites work: Q2892811 / rank @@
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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+Stochastic dominance with respect to a capacity and risk measures
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+Stochastic ordering of multivariate normal distributions
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+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
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+ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS
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@@ Property / cites work @@
+Minimax tests and the Neyman-Pearson lemma for capacities
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@@ Property / cites work @@
+Choquet expectation and Peng's \(g\)-expectation
@@ Property / cites work: Choquet expectation and Peng's \(g\)-expectation / rank @@
+Normal rank
@@ Property / DOI @@
+.1515/MATH-2016-0023
@@ Property / DOI: 10.1515/MATH-2016-0023 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:317860