n-Monotone lower previsions

De Cooman, Gert; Troffaes, Matthias C.M.; Miranda, Enrique

Abstract

We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature.

Citation

De Cooman, G., Troffaes, M. C., & Miranda, E. (2005). n-Monotone lower previsions. Journal of Intelligent & Fuzzy Systems, 16(4), 253-263

• Journal Article Type: Article
• Publication Date: Dec 8, 2005
• Deposit Date: Jan 15, 2015
• Publicly Available Date: Jan 16, 2015
• Journal: Journal of Intelligent and Fuzzy Systems
• Electronic ISSN: 1875-8967
• Publisher: IOS Press
• Peer Reviewed: Peer Reviewed
• Volume: 16
• Issue: 4
• Pages: 253-263
• Keywords: n-Monotonicity, Coherence, Natural extension, Choquet integral, Comonotone additivity
• Public URL: https://durham-repository.worktribe.com/output/1438625
• Publisher URL: http://iospress.metapress.com/content/22BH7DJYJK86A55H