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.
A Dutch book coherence condition for conditional completely alternating Choquet expectations / Coletti, G.; Petturiti, D.; Vantaggi, B.. - In: BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA. - ISSN 1972-6724. - 13:4(2020), pp. 585-593. [10.1007/s40574-020-00251-8]
A Dutch book coherence condition for conditional completely alternating Choquet expectations
Vantaggi B.
2020
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.File allegati a questo prodotto
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