Some properties of nonlinear expectations (Q5142828)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7294955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some properties of nonlinear expectations |
scientific article; zbMATH DE number 7294955 |
Statements
14 January 2021
0 references
nonlinear expectation
0 references
sublinear expectation
0 references
convex expectation
0 references
coherent risk measure
0 references
convex risk measure
0 references
Some properties of nonlinear expectations (English)
0 references
0.8101122379302979
0 references
0.807158887386322
0 references
0.7841418385505676
0 references
0.7830923199653625
0 references