Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
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Publication:1761862
DOI10.1007/s10479-011-0899-yzbMath1259.91087MaRDI QIDQ1761862
Publication date: 15 November 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0899-y
Choquet integral; submodularity; comonotonic additivity; coherent upper conditional prevision; continuity from below; Hausdorff outer measure
91B06: Decision theory
90B50: Management decision making, including multiple objectives
91G80: Financial applications of other theories
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