On Coherent Variability Measures and Conditioning

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Author
Maass, Sebastian
Date
2005
Type
  • Conference Paper
Publication status
published
External links
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Editor
Cozman, Fabio G.
Nau, Robert
Seidenfeld, Teddy
Book title
Proceedings of the Fourth International Symposium on Imprecise Probabilities and Their Applications : ISIPTA ’05
Pages / Article No.
240 - 245
Publisher
Society for Imprecise Probability Theory and Applications (SIPTA)
Event
4th International Symposium on Imprecise Probabilities and Their Applications, Pittsburgh, PA, USA, July 20-23, 2005
Subject
Coherent previsions; Coherent risk measures; Variability measures; Fair price; Conditioning
Organisational unit
03440 - Delbaen, Freddy  
Notes
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yes
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