THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR (Q5744580)
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scientific article; zbMATH DE number 6542509
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| English | THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR |
scientific article; zbMATH DE number 6542509 |
Statements
THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR (English)
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18 February 2016
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Choquet expectation
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set of priors
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martingale measures
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submodular capacity
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\(g\)-expectation
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coherent risk measures
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0.86385953
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0.8485061
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0.84070194
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0.8343073
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0.8261138
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0.8255428
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