Conditional Choquet expectation
From MaRDI portal
Recommendations
- Conditional expectation under capacity
- Conditional expectation for submodular (supermodular) non-additive measures
- Conditional submodular Choquet expected values and conditional coherent risk measures
- Sub-concave capacity and sub-convex capacity
- THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR
Cites work
- A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid
- Ambiguous risk aversion under capacity
- Axiomatic characterization of insurance prices
- Bayes' theorem for Choquet capacities
- Conditioning (updating) non-additive measures
- Conditioning capacities and Choquet integrals: the role of comonotony
- Cores of convex games
- Finite-dimensional distributions and tail behavior in stationary interval-valued probability models
- scientific article; zbMATH DE number 3511413 (Why is no real title available?)
- Inequalities for upper and lower probabilities
- Integrals of set-valued functions
- Minimax pricing and Choquet pricing
- Minimax tests and the Neyman-Pearson lemma for capacities
- On a strong law of large numbers for monotone measures
- Pseudo-concave Integrals
- Some inequalities and convergence theorems for Choquet integrals
- Theory of capacities
- Upper and Lower Probabilities Induced by a Multivalued Mapping
Cited in
(8)- Conditional expected utility
- Bipolar behavior of submodular, law-invariant capacities
- Conditional submodular Choquet expected values and conditional coherent risk measures
- Sub-concave and sub-convex capacities
- Conditional expectation under capacity
- Conditional expectation for submodular (supermodular) non-additive measures
- Sub-concave capacity and sub-convex capacity
- Choquet functional and its applications in information theory
This page was built for publication: Conditional Choquet expectation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3458122)
