Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911)

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Characterization, Robustness, and Aggregation of Signed Choquet Integrals
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    Statements

    title
    Characterization, Robustness, and Aggregation of Signed Choquet Integrals (English)
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    author
    Ruodu Wang
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    Yunran Wei
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    Gordon E. Willmot
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    publication date
    8 January 2021
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91B05
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    62G35
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    91G10
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    zbMATH DE Number
    7291304
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