Uncertainty orders on the sublinear expectation space
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- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- Choquet expectation and Peng's \(g\)-expectation
- Coherent measures of risk
- Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations
- Explicit solutions of the \(G\)-heat equation for a class of initial conditions
- Minimax tests and the Neyman-Pearson lemma for capacities
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Non-additive measure and integral
- Risk Measures and Comonotonicity: A Review
- Stochastic dominance with respect to a capacity and risk measures
- Stochastic finance. An introduction in discrete time
- Stochastic ordering of multivariate normal distributions
- The Dual Theory of Choice under Risk
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
- Theory of capacities
- Theory of games and economic behavior.
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