Conditional expectation for submodular (supermodular) non-additive measures

MaRDI QIDQ4901078zbMATH OpenFDO

Authors Aili Zhang, Wenyuan Wang, Yijun Hu

Publication date 24 January 2013

zbMATH Keywords

additive representationChoquet integralnon-additive measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(7)

• Disintegration of dominated monotone sublinear functionals on the space of measurable functions
• Conditional expectation for monotone measures, the discrete case
• Is it possible to define conditional expectations for probability charges?
• Conditional submodular Choquet expected values and conditional coherent risk measures
• Conditional expectation under capacity
• Conditional Choquet expectation
• THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR

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