A notion of coherent conditional prevision for arbitrary random quantities

L. Crisma and P. Gigante
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L. Crisma: Università di Trieste
P. Gigante: Università di Trieste

Statistical Methods & Applications, 2001, vol. 10, issue 1, No 4, 29-40

Abstract: Abstract In the paper we give a notion of coherent prevision for arbitrary random quantities which extends the notions given by Holzer (1985) for bounded conditional random quantities and by Crisma et al. (1997) for arbitrary but unconditional random quantities. We show that the main properties of the prevision are preserved, apart from the multiplicative one which may fail in the presence of non-finite previsions.

Keywords: Coherent prevision; coherent conditional prevision; multiplicative property; unbounded random quantities (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/BF02511637

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