A De Finetti Theorem for Capacities : Ambiguity about Correlation

@inproceedings{Seo2010ADF,
  title={A De Finetti Theorem for Capacities : Ambiguity about Correlation},
  author={Larry G. Epstein Kyoungwon Seo},
  year={2010}
}
  • Larry G. Epstein Kyoungwon Seo
  • Published 2010
The de Finetti Theorem on exchangeability is generalized to a framework where beliefs are represented by belief functions. This is done while extending the scope of the bridge provided by de Finetti between subjectivist and frequentist approaches. The model is shown to accommodate ambiguity about how experiments are “correlated.” 

From This Paper

Topics from this paper.

Citations

Publications citing this paper.
Showing 1-2 of 2 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 27 references

Coping with ignorance

  • P. Ghirardato
  • unforeseen contingencies and nonadditive…
  • 2001
Highly Influential
5 Excerpts

B

  • E. Hendon, H. J. Jacobson
  • Sloth and T. Tranaes, The product of capacities…
  • 1996
Highly Influential
6 Excerpts

Maxmin expected utility with non-unique priors

  • I. Gilboa, D. Schmeidler
  • J. Math. Econ. 18
  • 1989
Highly Influential
4 Excerpts

Similar Papers

Loading similar papers…