Insuring against loss of evidence in game-theoretic probability. / Philip Dawid, A.; de Rooij, Steven; Shafer, Glenn; Shen, Alexander; Vereshchagin, Nikolai; Vovk, Vladimir.
2010.Research output: Working paper
Insuring against loss of evidence in game-theoretic probability. / Philip Dawid, A.; de Rooij, Steven; Shafer, Glenn; Shen, Alexander; Vereshchagin, Nikolai; Vovk, Vladimir.
2010.Research output: Working paper
}
TY - UNPB
T1 - Insuring against loss of evidence in game-theoretic probability
AU - Philip Dawid, A.
AU - de Rooij, Steven
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
U2 - 10.1016/j.spl.2010.10.013
DO - 10.1016/j.spl.2010.10.013
M3 - Working paper
BT - Insuring against loss of evidence in game-theoretic probability
ER -