Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
type: Item
instance of: scholarly article
title: Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
zbMATH Open document ID: 1259.91087
author: Serena Doria
published in: Annals of Operations Research
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 90B50
zbMATH DE Number: 6107384
zbMATH Keywords: coherent upper conditional prevision
zbMATH Keywords: Hausdorff outer measure
zbMATH Keywords: Choquet integral
zbMATH Keywords: comonotonic additivity
zbMATH Keywords: submodularity
zbMATH Keywords: continuity from below
MaRDI profile type: Publication
full work available at URL: s10479-011-0899-y
OpenAlex ID: W2090963322
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DOI: 10.1007/S10479-011-0899-Y
description: scientific article; zbMATH DE number 6107384