The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
type: Item
instance of: scholarly article
title: The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
zbMATH Open document ID: 1177.46020
author: Yongsheng Song
author: Jia-An Yan
published in: Science in China. Series A
publication date: 2007-02-16T00:00:00Z
Mathematics Subject Classification ID: 46E30
Mathematics Subject Classification ID: 28A12
Mathematics Subject Classification ID: 46N30
zbMATH DE Number: 5127947
zbMATH Keywords: Choquet integral
zbMATH Keywords: comonotonically subadditive
zbMATH Keywords: comonotonically convex
MaRDI profile type: Publication
full work available at URL: s11425-006-2010-8
OpenAlex ID: W1932293874
cites work: Coherent measures of risk
cites work: Q4550909
cites work: Convex measures of risk and trading constraints
cites work: Robust Statistics
cites work: Non-additive measure and integral
DOI: 10.1007/S11425-006-2010-8
description: scientific article; zbMATH DE number 5127947