Stochastic orderings by nonlinear expectations
We study the theory of stochastic order under the nonlinear expectations framework, including g- and G-expectations, which leads to more general concepts of orderings in comparison with the standard linear expectation setting. In a summary of theoretical contributions, we have derived several suffi...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
| Published: |
Nanyang Technological University
2020
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/145282 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |