Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions |
scientific article |
Statements
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (English)
0 references
27 August 2021
0 references
time-consistency
0 references
commonotonicity
0 references
atomless probability spaces
0 references
