A notion of coherent revision for arbitrary random quantities

DOI10.1007/BF03178914zbMath1454.60002MaRDI QIDQ5123738

Pietro Millossovich, Patrizia Gigante, L. Crisma

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

integral representationfinite additivityRiemann-Stieltjes integralcoherent previsionunbounded random quantities

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05)

Related Items (5)

The fundamental theorems of prevision and asset pricing ⋮ Notes on ``Notes on conditional previsions ⋮ Coherence without additivity. ⋮ Comparative expectations ⋮ On the equivalence of conglomerability and disintegrability for unbounded random variables

Cites Work

• On Everywhere-Defined Integrals
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