Sankhya: The Indian Journal of Statistics
1999, Volume 61, Series A, Pt. 3, 358-361
UPPER PROBABILITIES AND ADDITIVITY
MASSIMO MARINACCI, Universitá di Bologna, Bologna
SUMMARY. We show that symmetric and coherent Choquet capacities, a class of upper probabilities arising in many robustness models, are additive under a fairly mild condition.
AMS (1991) subject classification. Primary 60A05. secondary 28A12.
Key words and phrases. Upper probabilities, symmetric capacities.
Full paper (PDF)
This article in Mathematical Reviews