Jensen's inequality for monetary utility functions
type: Item
instance of: scholarly article
title: Jensen's inequality for monetary utility functions
zbMATH Open document ID: 1277.26042
DOI: 10.1186/1029-242X-2012-128
author: Long Jiang
author: Jing Liu
published in: Journal of Inequalities and Applications
publication date: 2013-10-14T00:00:00Z
Mathematics Subject Classification ID: 26D15
Mathematics Subject Classification ID: 26A51
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6215502
zbMATH Keywords: monetary utility functions
zbMATH Keywords: Jensen's inequality
zbMATH Keywords: convex functions
zbMATH Keywords: concave functions
Wikidata QID: Q59289385
MaRDI profile type: Publication
cites work: Representation of the penalty term of dynamic concave utilities
cites work: OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
cites work: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
cites work: Optimal risk sharing with non-monotone monetary functionals
cites work: Convex measures of risk and trading constraints
Recommended article: Q4605379
Recommended article: EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
Recommended article: Jensen's inequality for operator monotone functions
Recommended article: The nonconcavity of money-metric utility: a new formulation and proof
Recommended article: Jensen inequalities for functions with higher monotonicities
Recommended article: Utility theory and continuous monotonic functions
Recommended article: Money-metric utility functions in the theory of revealed preference
Recommended article: A Utility Equivalence Theorem for Concave Functions
Recommended article: Q4460509
description: scientific article; zbMATH DE number 6215502