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.
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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 |
Powered By: | BASE |
Link(s) : | http://dx.doi.org/10.1007/s40574-020-00251-8 |