Generalizations of the Chebyshev-type inequality for Choquet-like expectation
نویسندگان
چکیده
Article history: Received 1 January 2012 Received in revised form 10 July 2012 Accepted 18 February 2013 Available online 26 February 2013
منابع مشابه
Stolarsky’s Inequality for Choquet-like Expectation
Expectation is the fundamental concept in statistics and probability. As two generalizations of expectation, Choquet and Choquet-like expectations are commonly used tools in generalized probability theory. This paper considers the Stolarsky inequality for two classes of Choquet-like integrals. The first class generalizes the Choquet expectation and the second class is an extension of the Sugeno...
متن کاملResults of the Chebyshev type inequality for Pseudo-integral
In this paper, some results of the Chebyshev type integral inequality for the pseudo-integral are proven. The obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. Finally, we applied our results to the case of comonotone functions.
متن کاملRisk Measures and Nonlinear Expectations
Coherent and convex risk measures, Choquet expectation and Peng’s g-expectation are all generalizations of mathematical expectation. All have been widely used to assess financial riskiness under uncertainty. In this paper, we investigate differences amongst these risk measures and expectations. For this purpose, we constrain our attention of coherent and convex risk measures, and Choquet expect...
متن کاملNonlinear expectations and nonlinear pricing ∗
As the generalizations of mathematical expectations,coherent and convex risk measures, Choquet expectation and Peng’s g-expectations all have been widely used to study the question of hedging contingent claims in incomplete markets. Obviously, the different risk measures or expectations will typically yield different pricing. In this paper we investigate differences amongst these risk measures ...
متن کاملGeneral Chebyshev type inequalities for universal integral
A new inequality for the universal integral on abstract spaces is obtained in a rather general form. As two corollaries, Minkowski’s and Chebyshev’s type inequalities for the universal integral are obtained. The main results of this paper generalize some previous results obtained for special fuzzy integrals, e.g., Choquet and Sugeno integrals. Furthermore, related inequalities for seminormed in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Inf. Sci.
دوره 236 شماره
صفحات -
تاریخ انتشار 2013