2 search results - page 1 / 1 » Envelope Theorems and Dilation with Convex Conditional Previ... |
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper focuses on establishing envelope theorems for convex conditional lower previsions, a recently investigated class of imprecise previsions larger than coherent imprecise ...
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...