Weak and strong laws of large numbers for sub-linear expectation
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Publication:5085586
DOI10.1080/03610926.2018.1543771OpenAlexW2911569656WikidataQ128439543 ScholiaQ128439543MaRDI QIDQ5085586
Publication date: 27 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1543771
Related Items (7)
Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables ⋮ Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ The laws of large numbers for Pareto-type random variables under sub-linear expectation ⋮ Unnamed Item ⋮ On the laws of large numbers for pseudo-independent random variables under sublinear expectation ⋮ Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
Cites Work
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- A strong law of large numbers for non-additive probabilities
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- Ambiguity, Risk, and Asset Returns in Continuous Time
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