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A Dutch book coherence condition for conditional completely alternating Choquet expectations. (English) Zbl 1454.60001

Summary: Stemming from de Finetti’s coherence for finitely additive (conditional) probabilities, the paradigm of coherence has been extended to other uncertainty calculi. We study the notion of coherence for conditional completely alternating Choquet expectations, providing an avoiding Dutch book like condition.

MSC:

60A05 Axioms; other general questions in probability
28E10 Fuzzy measure theory
90C05 Linear programming
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