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A note on \(g\)-concave function - MaRDI portal

A note on \(g\)-concave function (Q2151001)

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A note on \(g\)-concave function
scientific article

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    title
    A note on \(g\)-concave function (English)
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    author
    Guangyan Jia
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    Yu-hong Xu
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    publication date
    30 June 2022
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    Mathematics Subject Classification ID
    60H10
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    60G65
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    26A51
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    zbMATH DE Number
    7550990
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    zbMATH Keywords
    \(g\)-convexity
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    Jensen's inequality
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    \(g\)-expectation
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    risk aversion
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    OpenAlex ID
    W2957055446
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