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- W1579427181 abstract "In this paper we introduce convex imprecise previsions as a special class of imprecise previsions, showing that they retain or generalise most of the relevant properties of coherent imprecise previsions but are not necessarily positively homogeneous. The broader class of weakly convex imprecise previsions is also studied and its fundamental properties are demonstrated. The notions of weak convexity and convexity are then applied to risk measurement, leading to a more general definition of convex risk measure than the one already known in risk measurement literature." @default.
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- W1579427181 date "2003-09-30" @default.
- W1579427181 modified "2023-09-27" @default.
- W1579427181 title "Convex Imprecise Previsions for Risk Measurement" @default.
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