A Dutch book coherence condition for conditional completely alternating Choquet expectations
From MaRDI portal
Publication:2227260
DOI10.1007/s40574-020-00251-8zbMath1454.60001OpenAlexW3047853577MaRDI QIDQ2227260
Barbara Vantaggi, Davide Petturiti, Giulianella Coletti
Publication date: 15 February 2021
Published in: Bollettino dell'Unione Matematica Italiana (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40574-020-00251-8
Linear programming (90C05) Fuzzy measure theory (28E10) Axioms; other general questions in probability (60A05)
Related Items (4)
Scoring rules for belief functions and imprecise probabilities: a comparison ⋮ Iterated conditionals and characterization of P-entailment ⋮ Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting ⋮ Compound conditionals, Fréchet-Hoeffding bounds, and Frank \(t\)-norms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Set functions, games and capacities in decision making
- Allocations of probability
- Coherent bets under partially resolving uncertainty and belief functions
- Non-additive measure and integral
- Additive representations of non-additive measures and the Choquet integral
- Conditional belief functions as lower envelopes of conditional probabilities in a finite setting
- A view on conditional measures through local representability of binary relations
- Dutch book rationality conditions for conditional preferences under ambiguity
- Conditional submodular Choquet expected values and conditional coherent risk measures
- A special class of fuzzy measures: Choquet integral and applications
- Lower Previsions
- Integral Representation Without Additivity
- Decomposition and Representation of Coalitional Games
- Canonical Representation of Set Functions
- Upper and Lower Probabilities Induced by a Multivalued Mapping
This page was built for publication: A Dutch book coherence condition for conditional completely alternating Choquet expectations