Conditional expectation for monotone measures, the discrete case

DOI10.1016/S0304-4068(02)00011-3zbMATH Open1013.28015MaRDI QIDQ1850146FDOQ1850146

Authors: Dieter Denneberg 

Publication date: 2 December 2002

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

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zbMATH Keywords

belief functionsChoquet integralconditional expectationmonotone measureproduct measurenon-additive measuresChoquet capacities

Mathematics Subject Classification ID

Decision theory (91B06) Contents, measures, outer measures, capacities (28A12) Fuzzy measure theory (28E10)

Cites Work

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• Max-min (\(\sigma\)-)additive representation of monotone measures
• Interaction transform of set functions over a finite set
• Conditioning (updating) non-additive measures
• Distributive lattices and products of capacities
• The product of capacities and belief functions
• Totally monotone core and products of monotone measures

Cited In (17)

• Agreeable bets with multiple priors
• Conditional expectation for submodular (supermodular) non-additive measures
• Atoms of monotone set-valued measures and integrals
• Conditioning (updating) non-additive measures
• Decision Making with Monotone Lower Probabilities of Infinite Order
• Risk capital allocation and cooperative pricing of insurance liabilities.
• Dynamic capital allocation with distortion risk measures
• A philosophical foundation of non-additive measure and probability
• Dynamic bid-ask pricing under Dempster-Shafer uncertainty
• Updating non-additive probabilities -- a geometric approach
• Coherent updating of non-additive measures
• Products of non-additive measures: a Fubini-like theorem
• Generalized finite differences and Bayesian conditioning of Choquet capacities
• Updating Choquet beliefs
• On the \(f\)-divergence for discrete non-additive measures
• Convergence theorems for monotone measures
• Max-min (\(\sigma\)-)additive representation of monotone measures

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