Coherent Upper Conditional Previsions Defined through Conditional Aggregation Operators

Serena Doria ()
Additional contact information
Serena Doria: Department of Engineering and Geology, University G. d’Annunzio, 66100 Chieti-Pescara, Italy

Mathematics, 2022, vol. 10, issue 24, 1-13

Abstract: Conditional aggregation operators are introduced, and coherent upper conditional previsions are constructed by sub-additive, positively homogenous, and shift-invariant conditional aggregation operators. Composed operators defined by positively homogenous conditional aggregation operators are proven to be conditional aggregation operators and they are involved in the construction of coherent upper conditional previsions. The given results show that the composed conditional aggregation operator obtained as the supremum of the class of the Choquet integrals with respect to Hausdorff outer measures defined by bi-Lipschitz equivalent metrics is a coherent upper conditional prevision.

Keywords: conditional aggregation operator; composed conditional aggregation operator; coherent upper conditional previsions; Choquet integral; Sugeno integral; Hausdorff outer measures (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/24/4728/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/24/4728/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:24:p:4728-:d:1001623

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().