Core of convex distortions of a probability. (Q1421884)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Core of convex distortions of a probability.
scientific article

    Statements

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