Jensen's inequality for monetary utility functions (Q372209)

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Jensen's inequality for monetary utility functions
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    Statements

    title
    Jensen's inequality for monetary utility functions (English)
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    author
    Jing Liu
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    Long Jiang
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    Jing Liu
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    publication date
    14 October 2013
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    zbMATH Keywords
    monetary utility functions
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    Jensen's inequality
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    convex functions
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    concave functions
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    Identifiers

    Mathematics Subject Classification ID
    26D15
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    26A51
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    91B16
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    zbMATH DE Number
    6215502
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