| Autor: |
Serena Doria, Radko Mesiar, Adam Šeliga |
| Jazyk: |
angličtina |
| Rok vydání: |
2020 |
| Předmět: |
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| Zdroj: |
Mathematics, Vol 9, Iss 1, p 2 (2020) |
| Druh dokumentu: |
article |
| ISSN: |
2227-7390 |
| DOI: |
10.3390/math9010002 |
| Popis: |
In this paper, we explore the use of aggregation functions in the construction of coherent upper previsions. Sub-additivity is one of the defining properties of a coherent upper prevision defined on a linear space of random variables and thus we introduce a new sub-additive transformation of aggregation functions, called a revenue transformation, whose output is a sub-additive aggregation function bounded below by the transformed aggregation function, if it exists. Method of constructing coherent upper previsions by means of shift-invariant, positively homogeneous and sub-additive aggregation functions is given and a full characterization of shift-invariant, positively homogeneous and idempotent aggregation functions on [0,∞[n is presented. Lastly, some concluding remarks are added. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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