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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Publication:897743
DOI10.1016/J.IJAR.2015.07.005zbMATH Open1333.91024OpenAlexW1423726225MaRDI QIDQ897743FDOQ897743
Authors: Serena Doria 
Publication date: 7 December 2015
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2015.07.005
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Cites Work
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- Axiomatic characterization of insurance prices
- Hausdorff dimension and capacities of intersections of sets in n-space
- Random fractals
- Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
- Probabilistic independence with respect to upper and lower conditional probabilities assigned by Hausdorff outer and inner measures
Cited In (3)
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