scientific article; zbMATH DE number 6842096

zbMath1382.26021MaRDI QIDQ4605379

Mohammed Muniru Iddrisu, G. Abe-I-Kpeng, Kwara Nantomah

Publication date: 22 February 2018

Full work available at URL: http://fcag-egypt.com/Journals/EJMAA/Vol6(2)_Papers/Volume6(2)_Paper6_Abstract.html

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zbMATH Keywords

convexJensen inequalityfunctionsquasiconvexquasiconcaveconcavemonetary utility

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Inequalities involving other types of functions (26D07)

Cites Work

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• Jensen's inequality for monetary utility functions
• Representation of the penalty term of dynamic concave utilities
• Optimal risk sharing with non-monotone monetary functionals
• An Appropriate Subdifferential for Quasiconvex Functions
• EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
• OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

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