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  • Search: subject:"convex imprecise previsions"
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convex imprecise previsions 1 imprecise previsions 1 risk measures 1 weakly convex imprecise previsions 1
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Pelessoni, Renato 1 Vicig, Paolo 1
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Convex Imprecise Previsions for Risk Measurement
Pelessoni, Renato; Vicig, Paolo - EconWPA - 2003
In this paper we introduce convex imprecise previsions as a special class of imprecise previsions, showing that they … homogeneous. The broader class of weakly convex imprecise previsions is also studied and its fundamental properties are …
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