Inference and risk measurement with the pari-mutuel model

DOI10.1016/J.IJAR.2010.08.005zbMATH Open1237.91136OpenAlexW2025596401MaRDI QIDQ622274FDOQ622274

Authors: Renato Pelessoni, Paolo Vicig, M. Zaffalon 

Publication date: 31 January 2011

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2010.08.005

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zbMATH Keywords

risk measuresdilationnatural extension2-monotonicityimprecision increasepari-mutuel model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Non-additive measure and integral
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• Dilation for sets of probabilities
• GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS
• IMPRECISE PREVISIONS FOR RISK MEASUREMENT
• Williams coherence and beyond
• Bayes theorem bounds for convex lower previsions
• Inference and risk measurement with the pari-mutuel model
• Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach

Cited In (16)

• Deciding when to quit the gambler's ruin game with unknown probabilities
• Pari-mutuel probabilities as an uncertainty model
• Nearly-linear uncertainty measures
• 2-monotone outer approximations of coherent lower probabilities
• Processing distortion models: a comparative study
• Centroids of credal sets: a comparative study
• The Goodman-Nguyen relation within imprecise probability theory
• Inference and risk measurement with the pari-mutuel model
• Inference with nearly-linear uncertainty models
• Centroids of the core of exact capacities: a comparative study
• Conditional submodular Choquet expected values and conditional coherent risk measures
• On the selection of an optimal outer approximation of a coherent lower probability
• Dilation properties of coherent Nearly-Linear models
• The Goodman-Nguyen relation in uncertainty measurement
• Independence and 2-monotonicity: nice to have, hard to keep
• Weak Dutch books with imprecise previsions

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