Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Integral representation with convex capacities that are squeeze of (additive) probability measures"
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Integral representation with convex capacities that are squeeze of (additive) probability measures
2003-10-24In this paper I will investigate the conditions under which a convex capacity (or a non-additive probability which exhibts uncertainty aversion) can be represented as a squeeze of a(n) (additive) probability measure associate ...


