Jensen's inequality for monetary utility functions

被引：0
|
作者：
Jing Liu
Long Jiang
机构：
[1] China University of Mining & Technology,College of Sciences
来源：
Journal of Inequalities and Applications | / 2012卷
关键词：
monetary utility functions; Jensen's inequality; convex functions; concave functions;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we prove that Jensen's inequality holds true for all monetary utility functions with respect to certain convex or concave functions by studying the properties of monetary utility functions, convex functions and concave functions.
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