On the problem of computing the conglomerable natural extension
Conglomerable natural extension is a deductive closure in imprecise probability. We study its existence for models given by coherent lower previsions. We show that the approximation procedure by natural extension may not be finitary. We investigate the link with the marginal extension. Sufficient conditions for the convergence of the approximating sequence are given.
conglomerability conglomerable natural extension natural extension coherent lower previsions marginal extension