Displaying similar documents to “Class of unimodal distributions and its transformations”

Uncertainty orders on the sublinear expectation space

Dejian Tian, Long Jiang (2016)

Open Mathematics

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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 𝔼 has a robust representation as the supremum of a family of probability measures. We describe uncertainty orders from two different viewpoints. One is from sublinear operator viewpoint. After giving definitions such as monotonic orders, convex orders and increasing convex orders, we use...