Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554)
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scientific article; zbMATH DE number 7387038
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| English | Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions |
scientific article; zbMATH DE number 7387038 |
Statements
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (English)
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27 August 2021
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time-consistency
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commonotonicity
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atomless probability spaces
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0.773962140083313
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0.7714745998382568
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0.7456958293914795
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0.7430121898651123
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0.7360250949859619
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