Abstract
We investigate fully conglomerable coherent lower previsions in the sense of Walley, and some particular cases of interest: envelopes of fully conglomerable linear previsions, envelopes of countably additive linear previsions and fully disintegrable linear previsions. We study the connections with continuity and countable super-additivity, and show that full conglomerability can be characterised in terms of a supremum of marginal extension models.
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Acknowledgments
The research reported in this paper has been supported by project TIN2014-59543-P.
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Miranda, E., Zaffalon, M. (2017). Full Conglomerability, Continuity and Marginal Extension. In: Ferraro, M., et al. Soft Methods for Data Science. SMPS 2016. Advances in Intelligent Systems and Computing, vol 456. Springer, Cham. https://doi.org/10.1007/978-3-319-42972-4_44
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DOI: https://doi.org/10.1007/978-3-319-42972-4_44
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