Uncertainty orders on the sublinear expectation space (Q317860): Difference between revisions
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Property / author: De-Jian Tian / rank | |||
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Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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Property / Mathematics Subject Classification ID: 91B06 / rank | |||
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Property / Mathematics Subject Classification ID: 90B50 / rank | |||
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Property / zbMATH DE Number: 6632355 / rank | |||
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uncertainty order | |||
Property / zbMATH Keywords: uncertainty order / rank | |||
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sublinear expectation | |||
Property / zbMATH Keywords: sublinear expectation / rank | |||
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Choquet integral | |||
Property / zbMATH Keywords: Choquet integral / rank | |||
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quantile function | |||
Property / zbMATH Keywords: quantile function / rank | |||
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risk measure | |||
Property / zbMATH Keywords: risk measure / rank | |||
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Revision as of 01:22, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Uncertainty orders on the sublinear expectation space |
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Statements
Uncertainty orders on the sublinear expectation space (English)
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4 October 2016
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uncertainty order
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sublinear expectation
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Choquet integral
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quantile function
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risk measure
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