منابع مشابه
Fuzzy Possibilities As Upper Previsions
In this paper we analyze, mainly in a finitary setting, the consistency properties of fuzzy possibilities, interpreting them as instances of upper previsions and applying the basic notions of avoiding sure loss and coherence from the theory of imprecise probabilities. It ensues that fuzzy possibilities always avoid sure loss, but satisfy the stronger coherence condition only in a special case. ...
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This is an introduction to the concepts of lower and upper prevision and the mathematical theory of coherence. Upper and lower previsions are generalisations of upper and lower probabilities. They can model a very wide variety of kinds of uncertainty, partial information and ignorance. The theory of coherent lower previsions is based on a simple behavioural interpretation of lower previsions. T...
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In this paper coherent risk measures and other currently used risk measures, notably Value-at-Risk (V aR), are studied from the perspective of the theory of coherent imprecise previsions. We introduce the notion of coherent risk measure defined on an arbitrary set of risks, showing that it can be considered a special case of coherent upper prevision. We also prove that our definition generalize...
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We study the relation between possibility measures and the theory of imprecise probabilities. It is shown that a possibility measure is a coherent upper probability iff it is normal. We also prove that a possibility measure is the restriction to events of the natural extension of a special kind of upper probability, defined on a class of nested sets. Next, we go from upper probabilities to uppe...
متن کاملProbabilities , Possibilities , and Fuzzy
A formal analysis of probabilities, possibilities, and fuzzy sets is presented in this paper. A number of theorems proved show that probabilities carry more information per bit than both possibilities and fuzzy sets. The cost of this higher capacity is increased computational complexity and reduced computational eeciency. The resulting trade-oo of high complexity and information capacity versus...
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ژورنال
عنوان ژورنال: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
سال: 2004
ISSN: 0218-4885,1793-6411
DOI: 10.1142/s0218488504003077