Zonoids induced by Gauss measure with an application to risk aversion

MaRDI QIDQ3397637zbMATH OpenFDO

Authors Christer Borell

Publication date 22 September 2009

zbMATH Keywords

risk aversionrandom setmajorizing measure

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Strong limit theorems (60F15) Inequalities and extremum problems involving convexity in convex geometry (52A40)

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Cited in

(3)

• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• A multivalued strong law of large numbers
• Lift zonoid and barycentric representation on a Banach space with a cylinder measure

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