Advanced search
Add to list
Author
Organization
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. Finally, we indicate how many approaches to integration in the literature fall squarely within the framework of the present study of coherent n-monotone lower previsions. This discussion allows us to characterise which types of integrals can be used to calculate the natural extension of a probability charge.
Keywords
n-monotonicity, comonotone additivity, Choquet integral, coherence, natural extension, PROBABILITIES, lower integral, lower prevision

Citation

Please use this url to cite or link to this publication:

MLA
de Cooman, Gert, et al. “N-Monotone Lower Previsions and Lower Integrals.” ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, edited by FG Cozman et al., International Society for Imprecise Probability: Theories and Applications (SIPTA), 2005, pp. 145–54.
APA
de Cooman, G., Troffaes, M., & Miranda, E. (2005). n-Monotone lower previsions and lower integrals. In F. Cozman, R. Nau, & T. Seidenfeld (Eds.), ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS (pp. 145–154). Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
Chicago author-date
Cooman, Gert de, Matthias Troffaes, and Enrique Miranda. 2005. “N-Monotone Lower Previsions and Lower Integrals.” In ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, edited by FG Cozman, R Nau, and T Seidenfeld, 145–54. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
Chicago author-date (all authors)
de Cooman, Gert, Matthias Troffaes, and Enrique Miranda. 2005. “N-Monotone Lower Previsions and Lower Integrals.” In ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, ed by. FG Cozman, R Nau, and T Seidenfeld, 145–154. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
Vancouver
1.
de Cooman G, Troffaes M, Miranda E. n-Monotone lower previsions and lower integrals. In: Cozman F, Nau R, Seidenfeld T, editors. ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA); 2005. p. 145–54.
IEEE
[1]
G. de Cooman, M. Troffaes, and E. Miranda, “n-Monotone lower previsions and lower integrals,” in ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, Pittsburgh, PA, USA, 2005, pp. 145–154.
@inproceedings{327210,
  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. Finally, we indicate how many approaches to integration in the literature fall squarely within the framework of the present study of coherent n-monotone lower previsions. This discussion allows us to characterise which types of integrals can be used to calculate the natural extension of a probability charge.}},
  author       = {{de Cooman, Gert and Troffaes, Matthias and Miranda, Enrique}},
  booktitle    = {{ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS}},
  editor       = {{Cozman, FG and Nau, R and Seidenfeld, T}},
  keywords     = {{n-monotonicity,comonotone additivity,Choquet integral,coherence,natural extension,PROBABILITIES,lower integral,lower prevision}},
  language     = {{eng}},
  location     = {{Pittsburgh, PA, USA}},
  pages        = {{145--154}},
  publisher    = {{International Society for Imprecise Probability: Theories and Applications (SIPTA)}},
  title        = {{n-Monotone lower previsions and lower integrals}},
  year         = {{2005}},
}

Web of Science
Times cited: