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Envelope Theorems and Dilation with Convex Conditional Previsions

PELESSONI, RENATO
•
VICIG, PAOLO
2005
  • conference object

Abstract
This paper focuses on establishing envelope theorems for convex conditional lower previsions, a recently investigated class of imprecise previsions larger than coherent imprecise conditional previsions. It is in particular discussed how the various theorems can be employed in assessing convex previsions. We also consider the problem of dilation for these kinds of imprecise previsions, and point out the role of convex previsions in measuring conditional risks.
WOS
WOS:000267124600029
Archivio
http://hdl.handle.net/11368/1685380
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-48749124156
Diritti
metadata only access
Soggetti
  • Convex Prevision

  • Envelope Theorem

  • Dilation

  • Convex Risk Measure

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