Core of convex distortions of a probability. (Q1421884)
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scientific article; zbMATH DE number 2037162
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| English | Core of convex distortions of a probability. |
scientific article; zbMATH DE number 2037162 |
Statements
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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0.7975671887397766
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0.7702380418777466
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0.7625104784965515
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0.7567494511604309
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0.7530794739723206
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