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ISIPTA
2003
IEEE
9 years 6 months ago
On the Symbiosis of Two Concepts of Conditional Interval Probability
This paper argues in favor of the thesis that two different concepts of conditional interval probability are needed, in order to serve the huge variety of tasks conditional probab...
Kurt Weichselberger, Thomas Augustin
ISIPTA
2003
IEEE
100views Mathematics» more  ISIPTA 2003»
9 years 6 months ago
Bi-elastic Neighbourhood Models
We extend Buja’s concept of “pseudo-capacities”, which comprises the neighbourhood models for classical probabilities commonly used in robust statistics. Although systematic...
Anton Wallner
ISIPTA
2003
IEEE
9 years 6 months ago
Graphical Representation of Asymmetric Graphoid Structures
Independence models induced by some uncertainty measures (e.g. conditional probability, possibility) do not obey the usual graphoid properties, since they do not satisfy the symme...
Barbara Vantaggi
ISIPTA
2003
IEEE
124views Mathematics» more  ISIPTA 2003»
9 years 6 months ago
Decision Making with Imprecise Second-Order Probabilities
In this paper we consider decision making under hierarchical imprecise uncertainty models and derive general algorithms to determine optimal actions. Numerical examples illustrate...
Lev V. Utkin
ISIPTA
2003
IEEE
140views Mathematics» more  ISIPTA 2003»
9 years 6 months ago
A Second-Order Uncertainty Model of Independent Random Variables: An Example of the Stress-Strength Reliability
A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex nonlinear optimization problem for ...
Lev V. Utkin
ISIPTA
2003
IEEE
9 years 6 months ago
Products of Capacities Derived from Additive Measures
abstract DAMJAN ˇSKULJ University of Ljubljana, Slovenia A new approach to define a product of capacities is presented. It works for capacities that are in a certain relation wi...
Damjan Skulj
ISIPTA
2003
IEEE
9 years 6 months ago
Subjective Probability and Lower and Upper Prevision: A New Understanding
This article introduces a new way of understanding subjective probability and its generalization to lower and upper prevision. Instead of asking whether a person is willing to pay...
Glenn Shafer, Peter R. Gillett, Richard B. Scherl
ISIPTA
2003
IEEE
110views Mathematics» more  ISIPTA 2003»
9 years 6 months ago
Extensions of Expected Utility Theory and Some Limitations of Pairwise Comparisons
We contrast three decision rules that extend Expected Utility to contexts where a convex set of probabilities is used to depict uncertainty: Γ-Maximin, Maximality, and E-admissib...
Mark J. Schervish, Teddy Seidenfeld, Joseph B. Kad...
ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
9 years 6 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Huguette Reynaerts, Michèle Vanmaele
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