On certainty equivalent

DOI10.1007/BF02086524MaRDI QIDQ5687613zbMATH OpenFDO

Authors Margherita Cigola

Publication date 16 December 1996

Published in Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02086524

zbMATH Keywords

cumulative functionrisk premiumsupremum

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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