Uncertainty orders on the sublinear expectation space

DOI10.1515/math-2016-0023zbMath1346.60013OpenAlexW2351220136MaRDI QIDQ317860

Long Jiang, De-Jian Tian

Publication date: 4 October 2016

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2016-0023

zbMATH Keywords

Choquet integralrisk measurequantile functionsublinear expectationuncertainty order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Management decision making, including multiple objectives (90B50) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Stochastic ordering by \(g\)-expectations ⋮ \( G\)-expectation approach to stochastic ordering

Cites Work

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• The Dual Theory of Choice under Risk
• Stochastic finance. An introduction in discrete time
• Stochastic ordering of multivariate normal distributions

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