Insuring against loss of evidence in game-theoretic probability

A. Philip Dawid; Steven de Rooij; Glenn Shafer; Alexander Shen; Nikolai Vereshchagin; Vladimir Vovk

doi:10.1016/j.spl.2010.10.013

Insuring against loss of evidence in game-theoretic probability

A. Philip Dawid
, Steven de Rooij
, Glenn Shafer
, Alexander Shen
, Nikolai Vereshchagin
, Vladimir Vovk

Research output: Working paper

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Original language	English
DOIs	https://doi.org/10.1016/j.spl.2010.10.013
Publication status	Published - 11 May 2010

Keywords

math.ST
math.PR
q-fin.TR
stat.TH
62A01, 60A05, 60G42

Access to Document

10.1016/j.spl.2010.10.013

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Cite this

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title = "Insuring against loss of evidence in game-theoretic probability",

keywords = "math.ST, math.PR, q-fin.TR, stat.TH, 62A01, 60A05, 60G42",

author = "\{Philip Dawid\}, A. and \{de Rooij\}, Steven and Glenn Shafer and Alexander Shen and Nikolai Vereshchagin and Vladimir Vovk",

note = "7 pages. The most up-to-date version can be found at http://www.probabilityandfinance.com/ (Working Paper 34). That version includes an application to financial markets (in which case our result can be used for insuring against loss of the accumulated capital).",

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AU - Shafer, Glenn

AU - Shen, Alexander

AU - Vereshchagin, Nikolai

AU - Vovk, Vladimir

N1 - 7 pages. The most up-to-date version can be found at http://www.probabilityandfinance.com/ (Working Paper 34). That version includes an application to financial markets (in which case our result can be used for insuring against loss of the accumulated capital).

PY - 2010/5/11

Y1 - 2010/5/11

KW - math.ST

KW - math.PR

KW - q-fin.TR

KW - stat.TH

KW - 62A01, 60A05, 60G42

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DO - 10.1016/j.spl.2010.10.013

M3 - Working paper

BT - Insuring against loss of evidence in game-theoretic probability

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