Conditional submodular coherent risk measures

DOI10.1007/978-3-319-91476-3_20OpenAlexW2803397208MaRDI QIDQ2107320FDOQ2107320

Authors: Giulianella Coletti, Davide Petturiti, Barbara Vantaggi 

Publication date: 1 December 2022

Full work available at URL: https://doi.org/10.1007/978-3-319-91476-3_20

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zbMATH Keywords

coherent risk measureconditional Choquet expected valueconditional submodular capacity

Mathematics Subject Classification ID

Artificial intelligence (68Txx)

Cited In (5)

• Dutch book rationality conditions for conditional preferences under ambiguity
• 2-monotone outer approximations of coherent lower probabilities
• Models for pessimistic or optimistic decisions under different uncertain scenarios
• Risk averse submodular utility maximization
• Conditional submodular Choquet expected values and conditional coherent risk measures

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