Products of non-additive measures: a Fubini-like theorem
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Publication:1930906
DOI10.1007/s11238-012-9324-5zbMath1281.28008OpenAlexW2016334607MaRDI QIDQ1930906
Publication date: 14 January 2013
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-012-9324-5
capacityChoquet integralKnightian uncertaintybelief functionproduct measureMöbius inverseFubinitotally monotone
Decision theory (91B06) Probabilistic measure theory (60A10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Fuzzy measure theory (28E10)
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Bounds on Choquet risk measures in finite product spaces with ambiguous marginals ⋮ Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect—
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