Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management

被引：0

作者：

Doria, Serena ^{[1
]}

机构：

[1] Department of Engineering and Geology, University G. d'Annunzio, Chieti-Pescara, Italy

来源：

International Journal of Approximate Reasoning | 2015年 / 65卷

关键词：

20;

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摘要：

引用

页码：1 / 10

共 25 条

[1] Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
Doria, Serena
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2015, 65 : 1 - 10
[2] Coherent Conditional Measures of Risk Defined by the Choquet Integral with respect to Hausdorff Outer Measures and Dependent Risks
Doria, Serena
PROCEEDINGS OF THE 9TH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS (ISIPTA '15), 2015, : 127 - 136
[3] Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
Doria, Serena
ANNALS OF OPERATIONS RESEARCH, 2015, 229 (01) : 377 - 396
[4] Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
Serena Doria
Annals of Operations Research, 2015, 229 : 377 - 396
[5] On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
Doria, Serena
ANNALS OF OPERATIONS RESEARCH, 2017, 256 (02) : 253 - 269
[6] Fully Conglomerable Coherent Upper Conditional Prevision Defined by the Choquet Integral with respect to its Associated Hausdorff Outer Measure
Doria, Serena
PROCEEDINGS OF THE 9TH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS (ISIPTA '15), 2015, : 117 - 126
[7] On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
Serena Doria
Annals of Operations Research, 2017, 256 : 253 - 269
[8] Integral Representations of a Coherent Upper Conditional Prevision by the Symmetric Choquet Integral and the Asymmetric Choquet Integral with Respect to Hausdorff Outer Measures
Doria, Serena
SCALABLE UNCERTAINTY MANAGEMENT (SUM 2018), 2018, 11142 : 108 - 123
[9] Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
Doria, Serena
ANNALS OF OPERATIONS RESEARCH, 2012, 195 (01) : 33 - 48
[10] Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
Serena Doria
Annals of Operations Research, 2012, 195 : 33 - 48

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