A Dutch book coherence condition for conditional completely alternating Choquet expectations
Stemming from deFinetti’s coherence for finitely additive (conditional) probabilities, the paradigm of coherence has been extended to other uncertainty calculi. We study the notion of coherence for conditional completely alternating Choquet expectations, providing an avoiding Dutch book like condition.
| Verfasser: | |
|---|---|
| Dokumenttyp: | Artikel |
| Erscheinungsdatum: | 2020 |
| Verlag/Hrsg.: |
Springer Science and Business Media Deutschland GmbH
|
| Schlagwörter: | Coherence / Completely alternating Choquet expectation / Conditioning / Dutch book |
| Sprache: | Englisch |
| Permalink: | https://search.fid-benelux.de/Record/base-26677032 |
| Datenquelle: | BASE; Originalkatalog |
| Powered By: | BASE |
| Link(s) : | http://hdl.handle.net/11573/1462435 |
