刘-刘可信度测度与期望的主观解释

A subjective interpretation of Liu–Liu’s credibility measures and expectations

Fuzzy Optimization and Decision Making · 2023
被引 3
ABS 3

中文导读

本文类比德菲内蒂的概率主观解释,通过一致性、公平赌博和惩罚准则,为刘-刘可信度测度及期望提供了主观解释,适用于不确定性决策和知识推理领域。

Abstract

Abstract We consider credibility measures introduced by Liu and Liu and the corresponding credibility expectations, obtained through the Choquet integral. In analogy with de Finetti’s approach to probability, we show that also for credibility measures and expectations, a subjective interpretation can be given through suitable notions of coherence. In detail, coherence can be expressed equivalently in terms of consistency, through a fair betting scheme and through a penalty criterion. Such notions of coherence rest upon the concepts of partially resolving uncertainty due to Jaffray, the notion of consonance due to Shafer and the notion of pessimism-optimism indifference introduced in this paper.

可信度理论不确定性推理决策理论数理经济学