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ISIPTA
1999
IEEE
13 years 11 months ago
1999
IEEE
Belief functions, possibility measures and Choquet capacities of order 2, which are special kinds of coherent upper or lower probability, are amongst the most popular mathematical...
IJAR
2008
13 years 7 months ago
2008
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
ISIPTA
2005
IEEE
14 years 1 months ago
2005
IEEE
When considering sampling models described by a distribution from an exponential family, it is possible to create two types of imprecise probability models. One is based on the co...
IJAR
2007
13 years 7 months ago
2007
Various ways for decision making with imprecise probabilities—admissibility, maximal expected utility, maximality, E-admissibility, Γ-maximax, Γ-maximin, all of which are well...
ISIPTA
1999
IEEE
13 years 11 months ago
1999
IEEE
Decision criteria based on an imprecise probability representation of uncertainty have been criticized, from the normative point of view, on the grounds that they make the decisio...