Products of non-additive measures: a Fubini-like theorem

DOI10.1007/S11238-012-9324-5MaRDI QIDQ1930906zbMATH OpenOpenAlexFDO

Authors C. W. Bauer

Publication date 14 January 2013

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-012-9324-5

zbMATH Keywords

belief functioncapacityChoquet integralFubiniKnightian uncertaintyMöbius inverseproduct measuretotally monotone

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Fuzzy measure theory (28E10) Probabilistic measure theory (60A10) Decision theory (91B06)

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Cites work

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• On indepedence for non-additive measures, with a Fubini theorem
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• SOLUTION UNIQUENESS IN A CLASS OF CURRENCY CRISIS GAMES
• Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
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• Totally monotone core and products of monotone measures
• Towards a frequentist theory of upper and lower probability
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio

Cited in

(7)

• On indepedence for non-additive measures, with a Fubini theorem
• Addendum to: a note on fractal measures and Cartesian product sets
• Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
• Fubini theorem for non additive measures in the framework of \(g\)-expectation
• Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect—
• Bounds on Choquet risk measures in finite product spaces with ambiguous marginals
• The Fubini theorem for bornological product measures

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