Exact functionals and their core

DOI10.1007/s00362-001-0087-2zbMath1038.46005OpenAlexW1987859825MaRDI QIDQ1402921

Sebastian Maaß

Publication date: 31 August 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-001-0087-2

zbMATH Keywords

corecoherent lower previsionsexact cooperative gamesexact functionals

Mathematics Subject Classification ID

Related Items (10)

Coherent and convex fair pricing and variability measures ⋮ Financial risk measurement with imprecise probabilities ⋮ Uncertainty modelling and conditioning with convex imprecise previsions ⋮ Fundamental Theorems of Asset Pricing for Good Deal Bounds ⋮ Cores and Weber sets for fuzzy extensions of cooperative games ⋮ IMPRECISE PREVISIONS FOR RISK MEASUREMENT ⋮ \(n\)-monotone exact functionals ⋮ Predicate transformers for extended probability and non-determinism ⋮ Coherent and Archimedean choice in general Banach spaces ⋮ Concave integral with respect to imprecise probabilities

Cites Work

• Maxmin expected utility with non-unique prior
• The sigma-core of a cooperative game
• Convex games and extreme points
• Non-additive measure and integral
• Cores of exact games. I
• Coherent Measures of Risk
• Integral Representation Without Additivity
• Sublinear Functionals and Ideals in Partially Ordered Vector Spaces
• Robust Statistics
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