Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure

DOI10.1007/s10479-011-0899-yzbMath1259.91087OpenAlexW2090963322MaRDI QIDQ1761862

Serena Doria

Publication date: 15 November 2012

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-011-0899-y

zbMATH Keywords

Choquet integralsubmodularitycomonotonic additivitycoherent upper conditional previsioncontinuity from belowHausdorff outer measure

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Financial applications of other theories (91G80)

Related Items (8)

Coherent lower and upper conditional previsions defined by Hausdorff inner and outer measures to represent the role of conscious and unconscious thought in human decision making ⋮ Coherent upper conditional previsions defined by fractal outer measures to represent the unconscious activity of human brain ⋮ Coherent conditional previsions with respect to inner and outer Hausdorff measures to represent conscious and unconscious human brain activity ⋮ Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management ⋮ On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure ⋮ Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure ⋮ Envelopes of conditional probabilities extending a strategy and a prior probability ⋮ Preference orderings represented by coherent upper and lower conditional previsions

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