Uncertainty orders on the sublinear expectation space

Open Mathematics

Tian Dejian¹  Jiang Long¹ 

[1] School of Sciences, China University of Mining and Technology, China;

关键词: uncertainty order;    sublinear expectation;    choquet integral;    quantile function;    risk measure;    62c86;    91b06;    90b50;   

DOI  :  10.1515/math-2016-0023

来源: DOAJ

【 摘 要 】

In this paper, we introduce some definitions of uncertainty orders for random vectors in a sublinear expectation space. We all know that, under some continuity conditions, each sublinear expectation

【 授权许可】

Unknown