Convex imprecise previsions

DOI10.1023/A:1025870204905zbMath1037.60003arXivmath/0412030MaRDI QIDQ1412326

Renato Pelessoni, Paolo Vicig

Publication date: 10 November 2003

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412030

zbMATH Keywords

centered convex previsionsconvex imprecise provisionsconvex measure of riskimprecise provision

Mathematics Subject Classification ID

Related Items (17)

2-coherent and 2-convex conditional lower previsions ⋮ Coherent and convex fair pricing and variability measures ⋮ Financial risk measurement with imprecise probabilities ⋮ Uncertainty modelling and conditioning with convex imprecise previsions ⋮ Weak Dutch books with imprecise previsions ⋮ Markov chains under nonlinear expectation ⋮ Some multivariate imprecise shock model copulas ⋮ Weakly consistent extensions of lower previsions ⋮ Bayes theorem bounds for convex lower previsions ⋮ On nonlinear expectations and Markov chains under model uncertainty ⋮ Williams coherence and beyond ⋮ FUZZY POSSIBILITIES AS UPPER PREVISIONS ⋮ Inference with nearly-linear uncertainty models ⋮ GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS ⋮ Nearly-linear uncertainty measures ⋮ Constructing copulas from shock models with imprecise distributions ⋮ Normal cones corresponding to credal sets of lower probabilities

This page was built for publication: Convex imprecise previsions