The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
type: Item
instance of: scholarly article
title: The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
zbMATH Open document ID: 1165.91418
author: Kun He
author: Mingshang Hu
author: Zengjing Chen
published in: Statistics \& Probability Letters
publication date: 2009-03-02T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5522231
MaRDI profile type: Publication
full work available at URL: j.spl.2008.09.025
OpenAlex ID: W2022952191
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DOI: 10.1016/J.SPL.2008.09.025
description: scientific article; zbMATH DE number 5522231