Conditional submodular Choquet expected values and conditional coherent risk measures
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Publication:2302766
DOI10.1016/J.IJAR.2019.06.004zbMATH Open1470.91333OpenAlexW2950001749WikidataQ127671931 ScholiaQ127671931MaRDI QIDQ2302766FDOQ2302766
Authors: Davide Petturiti, Barbara Vantaggi 
Publication date: 26 February 2020
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2019.06.004
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Cited In (16)
- Conditional expectation for submodular (supermodular) non-additive measures
- Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces
- Special issue on 9th international conference on soft methods in probability and statistics (SMPS)
- The extent of partially resolving uncertainty in assessing coherent conditional plausibilities
- Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory
- Conditional expectation under capacity
- A Dutch book coherence condition for conditional completely alternating Choquet expectations
- Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory
- Risk averse submodular utility maximization
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
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- Conditional Choquet expectation
- Representation theorem for AVaR under a submodular capacity
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