Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
From MaRDI portal
Publication:1761862
Recommendations
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
- Construction method of coherent lower and upper previsions based on collection integrals
- A notion of coherent conditional prevision for arbitrary random quantities
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 3514748 (Why is no real title available?)
- scientific article; zbMATH DE number 3433221 (Why is no real title available?)
- scientific article; zbMATH DE number 3324894 (Why is no real title available?)
- Conditional models: coherence and inference through sequences of joint mass functions
- Conditioning (updating) non-additive measures
- De Finetti's coherence and statistical inference
- Finitely additive conditional probabilities
- Finitely additive conditional probabilities, conglomerability and disintegrations
- Improper regular conditional distributions
- Integral Representation Without Additivity
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Non-additive measure and integral
- Notes on ``Notes on conditional previsions
- Notes on conditional previsions
- Probabilistic independence with respect to upper and lower conditional probabilities assigned by Hausdorff outer and inner measures
- Random fractals
- Regular fuzzy measure and representation of comonotonically additive functional
- Subjective Probability and Expected Utility without Additivity
- Sulla rappresentazione di funzionali mediante integrali
- \(n\)-monotone exact functionals
Cited in
(10)- Construction method of coherent lower and upper previsions based on collection integrals
- Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
- Coherent conditional previsions with respect to inner and outer Hausdorff measures to represent conscious and unconscious human brain activity
- Coherent lower and upper conditional previsions defined by Hausdorff inner and outer measures to represent the role of conscious and unconscious thought in human decision making
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
- Coherent upper conditional previsions defined by fractal outer measures to represent the unconscious activity of human brain
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- Envelopes of conditional probabilities extending a strategy and a prior probability
- Coherent lower previsions and Choquet integrals
- Preference orderings represented by coherent upper and lower conditional previsions
This page was built for publication: Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1761862)