Pages that link to "Item:Q2499830"

The following pages link to Minimax pricing and Choquet pricing (Q2499830):

Displaying 21 items.

• Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
• Some properties and convergence theorems of set-valued Choquet integrals (Q385366) (← links)
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence (Q530382) (← links)
• Strong solution of Itô type set-valued stochastic differential equation (Q606330) (← links)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• Probability inequalities for decomposition integrals (Q729867) (← links)
• The Choquet integral of log-convex functions (Q824731) (← links)
• Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
• On the integral representation of \(g\)-expectations (Q974028) (← links)
• A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
• Convexity and sublinearity of \(g\)-expectations (Q2170234) (← links)
• Extension of the strong law of large numbers for capacities (Q2327734) (← links)
• Sub-concave and sub-convex capacities (Q2328917) (← links)
• Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
• The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Conditional Choquet Expectation (Q3458122) (← links)
• Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256) (← links)
• Strong laws of large numbers for negatively dependent random variables under sublinear expectations (Q4606478) (← links)
• A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation (Q5077878) (← links)
• Complete moment convergence and \(L_q\) convergence for AANA random variables under sub-linear expectations (Q6178667) (← links)