8 search results - page 1 / 2 » A survey of the theory of coherent lower previsions |
IJAR
2008
13 years 4 months ago
2008
This paper presents a summary of Peter Walley's theory of coherent lower previsions. We introduce three representations of coherent assessments: coherent lower and upper prev...
ISIPTA
2003
IEEE
13 years 10 months ago
2003
IEEE
This paper studies the possibility of representing lower previsions by continuous linear functionals. We prove the existence of a linear isomorphism between the linear space spann...
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
Coherent upper and lower previsions are becoming more and more popular as a mathematical model for robust valuations under uncertainty. Likewise, the mathematically equivalent cla...
ISIPTA
1999
IEEE
13 years 9 months ago
1999
IEEE
Belief functions, possibility measures and Choquet capacities of order 2, which are special kinds of coherent upper or lower probability, are amongst the most popular mathematical...
IJAR
2008
13 years 4 months ago
2008
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...