Comonotonicity for sets of probabilities

DOI10.1016/J.FSS.2016.09.012zbMath1381.60013OpenAlexW2524847956MaRDI QIDQ1697821

Ignacio Montes, Sebastien Destercke

Publication date: 20 February 2018

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2016.09.012

zbMATH Keywords

copulacomonotonicitySklar's theorembelief functionlower probabilityp-box

Mathematics Subject Classification ID

Foundations of probability theory (60A99)

Related Items (4)

Comonotone lower probabilities with robust marginal distributions functions ⋮ On extreme points of p-boxes and belief functions ⋮ Comparing the magnitude of fuzzy intervals and fuzzy random variables from the standpoint of gradual numbers ⋮ Multivariate capacity functionals vs. capacity functionals on product spaces

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