A Dutch book coherence condition for conditional completely alternating Choquet expectations

Abstract Stemming from de Finetti’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: Coletti, G.
Petturiti, D.
Vantaggi, B.
Dokumenttyp: Artikel
Erscheinungsdatum: 2020
Reihe/Periodikum: Bollettino dell'Unione Matematica Italiana ; volume 13, issue 4, page 585-593 ; ISSN 1972-6724 2198-2759
Verlag/Hrsg.: Springer Science and Business Media LLC
Schlagwörter: General Mathematics
Sprache: Englisch
Permalink: https://search.fid-benelux.de/Record/base-26682943
Datenquelle: BASE; Originalkatalog
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Link(s) : http://dx.doi.org/10.1007/s40574-020-00251-8