Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization, Robustness, and Aggregation of Signed Choquet Integrals |
scientific article |
Statements
Characterization, Robustness, and Aggregation of Signed Choquet Integrals (English)
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8 January 2021
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comonotonicity
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Choquet integrals
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risk functionals
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risk aggregation
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robustness
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