60 citations · 150 across the 9 of their papers we have counts for
9 papers · 1 filter
Jensen's and Cantelli's Inequalities with Imprecise Previsions
Renato Pelessoni, Paolo Vicig
We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities…
Dilation Properties of Coherent Nearly-Linear Models
Renato Pelessoni, Paolo Vicig
Dilation is a puzzling phenomenon within Imprecise Probability theory: when it obtains, our uncertainty evaluation on event is vaguer after conditioning on , whatever is…
Nearly-Linear uncertainty measures
Chiara Corsato, Renato Pelessoni, Paolo Vicig
Several easy to understand and computationally tractable imprecise probability models, like the Pari-Mutuel model, are derived from a given probability measure P_0. In this paper w…
Weakly Consistent Extensions of Lower Previsions
Renato Pelessoni, Paolo Vicig
Several consistency notions are available for a lower prevision P assessed on a set D of gambles (bounded random variables), ranging from the well known coherence to convexity and…
2-coherent and 2-convex Conditional Lower Previsions
Renato Pelessoni, Paolo Vicig
In this paper we explore relaxations of (Williams) coherent and convex conditional previsions that form the families of -coherent and -convex conditional previsions, at the v…
Sklar's Theorem in an Imprecise Setting
Ignacio Montes, Enrique Miranda, Renato Pelessoni +1
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we…