Signed integral representations of comonotonic additive functionals-Reference-Cited by-同舟云学术

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Signed integral representations of comonotonic additive functionals

Published:2012-01 Issue:2 Volume:385 Page:895-912
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Cerreia-Vioglio Simone,Maccheroni Fabio,Marinacci Massimo,Montrucchio Luigi

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference19 articles.

1. Infinite Dimensional Analysis;Aliprantis,2006

2. Locally Solid Riesz Spaces with Applications to Economics;Aliprantis,2003

3. Positive Operators;Aliprantis,2006

4. Coherent measures of risk;Artzner;Math. Finance,1999

5. Values of Non-Atomic Games;Aumann,1974

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