منابع مشابه
Weak Dutch Books versus Strict Consistency with Lower Previsions
Several consistency notions for lower previsions (coherence, convexity, others) require that the suprema of certain gambles, having the meaning of gains, are non-negative. The limit situation that a gain supremum is zero is termed Weak Dutch Book (WDB). In the literature, the special case of WDBs with precise probabilities has mostly been analysed, and strict coherence has been proposed as a ra...
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In this paper we study two classes of imprecise previsions, which we termed convex and centered convex previsions, in the framework of Walley’s theory of imprecise previsions. We show that convex previsions are related with a concept of convex natural estension, which is useful in correcting a large class of inconsistent imprecise probability assessments. This class is characterised by a condit...
متن کاملConvex Imprecise Previsions for Risk Measurement
In this paper we introduce convex imprecise previsions as a special class of imprecise previsions, showing that they retain or generalise most of the relevant properties of coherent imprecise previsions but are not necessarily positively homogeneous. The broader class of weakly convex imprecise previsions is also studied and its fundamental properties are demonstrated. The notions of weak conve...
متن کاملUncertainty modelling and conditioning with convex imprecise previsions
Two classes of imprecise previsions, which we termed convex and centered convex previsions, are studied in this paper in a framework close to Walley’s and Williams’ theory of imprecise previsions. We show that convex previsions are related with a concept of convex natural estension, which is useful in correcting a large class of inconsistent imprecise probability assessments, characterised by a...
متن کاملGood Books and Imprecise Probability
This paper explores the related questions of (i) whether there is a pragmatic presumption against imprecise probabilities and (ii) how imprecise probabilities should be integrated into a normative theory of rational choice. Elga (2008) argues that one rather natural way of effecting this integration allows an agent to reject each of a series of bets that promises a positive payout. A number of ...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2017
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2017.05.004