Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
Author:
Affiliation:
1. College of Science, Guilin University of Technology, Guilin, PR China
Funder
the National Natural Science Foundation of China
the Guangxi China Science Foundation
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2021.1873380
Reference21 articles.
1. Strong laws of large numbers for sub-linear expectations
2. A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
3. Expected utility with purely subjective non-additive probabilities
4. A strong law of large numbers for sub-linear expectation under a general moment condition
5. Strong Laws of Large Numbers for Sublinear Expectation under Controlled 1st Moment Condition
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