期刊论文详细信息
| Journal of inequalities and applications | |
| Jensen's inequality for monetary utility functions | |
| Jing Liu1 | |
| 关键词: monetary utility functions; Jensen's inequality; convex functions; concave functions; | |
| DOI : 10.1186/1029-242X-2012-128 | |
| 学科分类：数学（综合） | |
| 来源: SpringerOpen | |
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【 摘 要 】
In this paper, we prove that Jensen's inequality holds true for all monetary utility functions with respect to certain convex or concave functions by studying the properties of monetary utility functions, convex functions and concave functions.
【 授权许可】
CC BY
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| RO201902013630811ZK.pdf | 250KB |  download |
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