n-Monotone lower previsions

Authors:
Gert de Cooman;Matthias C. M. Troffaes;Enrique Miranda
Affiliations:
SYSTeMS Research Group, Ghent University, Belgium;SYSTeMS Research Group, Ghent University, Belgium;Department of Informatics, Statistics and Telematics, Rey Juan Carlos University, Spain
Venue:
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology - Dedicated to the 60th birthday of Etienne E. Kerre
Year:
2005

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Abstract

We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature.