Conditional implicit mean and the law of iterated integrals

DOI10.1016/J.JMATECO.2008.06.001MaRDI QIDQ999729zbMATH OpenOpenAlexFDO

Authors Hiroyuki Ozaki

Publication date 10 February 2009

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2008.06.001

zbMATH Keywords

conditioningexpected valuelaw of iterated integrals

Mathematics Subject Classification ID

Distribution theory (60E99) Decision theory (91B06) Utility theory (91B16)

Review text

The notion of conditional expected value is generalized here to the notion of implicit conditional expected value. We can find here excellent mathematical considerations. Some theoretical applications of this generalization to economy are shown. In this paper, expected value is called mean.

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Cites work

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Cited in

(3)

• On conditional Chisini means and risk measures
• Implicit Mean Value and Certainty Equivalence
• scientific article; zbMATH DE number 4026544 (Why is no real title available?)

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