Pelessoni, Renato; Vicig, Paolo - EconWPA - 2003
In this paper we introduce convex imprecise previsions as a special class of imprecise previsions, showing that they … retain or generalise most of the relevant properties of coherent imprecise previsions but are not necessarily positively … homogeneous. The broader class of weakly convex imprecise previsions is also studied and its fundamental properties are …