Some properties of nonlinear expectations

DOI10.13471/j.cnki.acta.snus.2019.06.25.2019A050zbMath1463.60001OpenAlexW3128060282MaRDI QIDQ5142828

Rong-Lin Ji, Jinming Zhou, Anqi Huang

Publication date: 14 January 2021

Full work available at URL: http://xuebao.sysu.edu.cn/Jweb_zrb/EN/10.13471/j.cnki.acta.snus.2019.06.25.2019A050

zbMATH Keywords

convex risk measurenonlinear expectationcoherent risk measuresublinear expectationconvex expectation

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Axioms; other general questions in probability (60A05)

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