Stochastic dominance under the nonlinear expected utilities

DOI10.1155/2014/713738zbMath1407.91107OpenAlexW2001528069WikidataQ59071570 ScholiaQ59071570MaRDI QIDQ1719011

Xinling Xiao

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/713738

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Utility theory (91B16) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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An upper bound of large deviations for capacities

Cites Work

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