n-Monotone lower previsions and lower integrals
Gert de Cooman, Matthias C. M. Troffaes, Enrique Miranda · Ghent University Academic Bibliography (Ghent University) · 2005
We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature. Finally, we indicate how many approaches to integration in the literature fall squarely within the framework of the present study of coherent n-monotone lower previsions. This discussion allows us to characterise which types of integrals can be used to calculate the natural extension of a probability charge.