A note on Choquet integrals and imprecise market premium functionals

MaRDI QIDQ5744503zbMATH OpenFDO

Authors Jacob Wood, L. C. Jang

Publication date 18 February 2016

zbMATH Keywords

imprecise distorted probabilityimprecise market premium functionalinsurance riskinterval-valued Choquet integral

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Fuzzy real analysis (26E50) Fuzzy measure theory (28E10)

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• Choquet integral representation of premium functional and related properties on capacity spaces

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