Amarante, Massimiliano - In: Statistics & Risk Modeling 38 (2022) 3-4, pp. 65-70
Abstract In the case of a submodular, law-invariant capacity, we provide an entirely
elementary proof of a result of Marinacci
[M. Marinacci,
Upper probabilities and additivity,
Sankhyā Ser. A 61 1999, no. 3, 358–361].
As a corollary, we also show that the anticore of a continuous submodular,...