Truncation Method for Chance Measure

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Chance measure is a non-additive measure. In this paper, we derive the truncation method for chance measure. This result is a natural extension of the classical truncation method to the case where the measure tool is non-additive. The properties of chance measure are further discussed. Then the truncation method will be given on chance space. This work generalizes the research and applications of the truncation method.

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974-978

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October 2013

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© 2014 Trans Tech Publications Ltd. All Rights Reserved

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