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20152026
most citedOptimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

9 citations · 20 across the 11 of their papers we have counts for

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math.PR2025

The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures

Ohood Aldalbahi, Miryana Grigorova

We study randomly distorted Choquet integrals with respect to a capacity c on a measurable space (Ω,F), where the capacity c is distorted by a G-measurable random distortion functi…