For a measurable space, let C and D be convex, weak* closed sets of probability measures. We show that if C∪D satisfies the Lyapunov property, then there exists a measurable set A such that that min{P(E) : P∈C}>max{Q(E) : Q∈D}. We give applications to Maxmin Expected Utility (MEU) and to the core of a lower probability.
Titolo: | When an event makes a difference |
Data di pubblicazione: | 2006 |
Autori: | MACCHERONI, FABIO ANGELO (Corresponding) |
Autori: | Amarante, Massimiliano; Maccheroni, Fabio |
Rivista: | THEORY AND DECISION |
Abstract: | For a measurable space, let C and D be convex, weak* closed sets of probability measures. We show that if C∪D satisfies the Lyapunov property, then there exists a measurable set A such that that min{P(E) : P∈C}>max{Q(E) : Q∈D}. We give applications to Maxmin Expected Utility (MEU) and to the core of a lower probability. |
Codice identificativo Scopus: | 2-s2.0-33646415099 |
Codice identificativo ISI: | WOS:000237208800001 |
Appare nelle tipologie: | 01 - Article in academic journal / Articolo su rivista Scientifica |
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