2-coherent and 2-convex conditional lower previsions
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Publication:313137
DOI10.1016/j.ijar.2016.06.003zbMath1403.62018arXiv1606.06043MaRDI QIDQ313137
Publication date: 9 September 2016
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.06043
value-at-risk; 2-coherent previsions; 2-convex previsions; generalised Bayes rule; Williams coherence
91G70: Statistical methods; risk measures
62C12: Empirical decision procedures; empirical Bayes procedures
60A86: Fuzzy probability