Core of convex distortions of a probability.

DOI10.1016/S0022-0531(03)00122-4zbMath1078.28003MaRDI QIDQ1421884

Guillaume Carlier, Rose-Anne Dana

Publication date: 3 February 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

differentiabilitycapacityChoquet integralcoreminimizerrisk sharingportfolio selectionsuperdifferentialconvex distortionmaximiser

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonsmooth analysis (49J52) Contents, measures, outer measures, capacities (28A12) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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