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...
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
This paper is devoted to sequential decision problems with imprecise probabilities. We study the problem of determining an optimal strategy according to the Hurwicz criterion in de...
When considering sampling models described by a distribution from an exponential family, it is possible to create two types of imprecise probability models. One is based on the co...
The present article considers estimating a parameter θ in an imprecise probability model (Pθ)θ∈Θ which consists of coherent upper previsions Pθ . After the definition of a...