A comparative analysis of aggregation rules for coherent lower previsions

Abstract

We consider the problem of aggregating belief models elicited by experts when these are expressed by means of coherent lower previsions. These constitute a framework general enough so as to include as particular cases not only probability measures but also the majority of models from imprecise probability theory. Although the aggregation problem has already been tackled in the literature, our contribution provides a unified view by gathering a number of rationality criteria and aggregation rules studied in different papers. Specifically, we consider six aggregation rules and twenty rationality criteria. We exhaustively analyse the relationships between the rules, the properties satisfied by each rule and the characterisations of the rules in terms of the criteria.