A note on \(g\)-concave function (Q2151001)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on \(g\)-concave function |
scientific article |
Statements
A note on \(g\)-concave function (English)
0 references
30 June 2022
0 references
\(g\)-convexity
0 references
Jensen's inequality
0 references
\(g\)-expectation
0 references
risk aversion
0 references
0 references
