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On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure

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  • Serena Doria

    (University G.d’Annunzio)

Abstract

Let $$ (\varOmega , d )$$ ( Ω , d ) be a metric space where $$\varOmega $$ Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let $$\mathbf B $$ B be a partition of $$\varOmega $$ Ω . The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition and the coherent unconditional prevision is proven to be fully conglomerable on every partition.

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  • Serena Doria, 2017. "On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure," Annals of Operations Research, Springer, vol. 256(2), pages 253-269, September.
    • Handle: RePEc:spr:annopr:v:256:y:2017:i:2:d:10.1007_s10479-016-2270-9
    DOI: 10.1007/s10479-016-2270-9
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    References listed on IDEAS

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    1. Serena Doria, 2012. "Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure," Annals of Operations Research, Springer, vol. 195(1), pages 33-48, May.
    2. Serena Doria, 2015. "Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure," Annals of Operations Research, Springer, vol. 229(1), pages 377-396, June.
    3. Alexander Zimper, 2011. "Re-examining the law of iterated expectations for Choquet decision makers," Theory and Decision, Springer, vol. 71(4), pages 669-677, October.
    4. Yoo, Keuk-Ryoul, 1991. "The iterative law of expectation and non-additive probability measure," Economics Letters, Elsevier, vol. 37(2), pages 145-149, October.
    5. Dominiak, Adam, 2013. "Iterated Choquet expectations: A possibility result," Economics Letters, Elsevier, vol. 120(2), pages 155-159.
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    Cited by:

    1. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    2. Serena Doria, 2019. "Preference orderings represented by coherent upper and lower conditional previsions," Theory and Decision, Springer, vol. 87(2), pages 233-252, September.

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