Core of convex distortions of a probability. (Q1421884)

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Core of convex distortions of a probability.
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    Core of convex distortions of a probability. (English)
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    3 February 2004
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    capacity
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    core
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    convex distortion
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    superdifferential
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    Choquet integral
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    differentiability
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    maximiser
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    minimizer
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    portfolio selection
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    risk sharing
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