Integral Representation Without Additivity
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co- monotone additiveextended Riemann integralintegral representationintegration operation with respect to the not necessarily additiveintegration operation with respect to the not necessarily additive set functionset function
Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Probabilistic measure theory (60A10) Bayesian problems; characterization of Bayes procedures (62C10)
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(only showing first 100 items - show all)- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
- A new integral for capacities
- Law of large numbers for non-additive measures
- Optimal reinsurance with general risk measures
- On attitude polarization under Bayesian learning with non-additive beliefs
- Choquet integrals as projection operators for quantified tomographic reconstruction
- Ambiguity through confidence functions
- Quasi-continuous histograms
- Expected utility with purely subjective non-additive probabilities
- A combination of expected utility and maxmin decision criteria
- Continuous subjective expected utility with non-additive probabilities
- Maxmin expected utility with non-unique prior
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Dominance conditions in non-additive expected utility theory
- From fuzzy set theory to non-additive probabilities: How have economists reacted!
- Comonotonicity, correlation order and premium principles
- Fuzzy integral representation
- Extensions of fuzzy aggregation
- Limit laws for non-additive probabilities and their frequentist interpretation
- Additivity with multiple priors
- Non-optimality of a linear combination of proportional and non-proportional reinsurance
- Supermodular ordering and stochastic annuities
- A theory of expected utility with nonadditive probability
- Hierarchical Arrow social welfare functions
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Additive representations of non-additive measures and the Choquet integral
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Core equivalence theorems for infinite convex games
- On a representation theorem of Schmeidler
- Axiomatic characterization of insurance prices
- Coherence without additivity.
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Comonotonic book making and attitudes to uncertainty.
- Max-min (\(\sigma\)-)additive representation of monotone measures
- The symmetric and asymmetric Choquet integrals on finite spaces for decision making
- Exact functionals and their core
- Sharing beliefs and the absence of betting in the Choquet expected utility model
- Choquet pricing and equilibrium.
- The symmetric Sugeno integral.
- Core of convex distortions of a probability.
- Risk capital allocation and cooperative pricing of insurance liabilities.
- Regular fuzzy measure and representation of comonotonically additive functional
- Network of probabilities associated with a capacity of order-2
- A formula for incorporating weights into scoring rules
- Cores of cooperative games, superdifferentials of functions, and the Minkowski difference of sets
- Determination of weights of interacting criteria from a reference set
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- The Choquet bargaining solutions
- On the defect of additivity of fuzzy measures
- Uncertainty and binary stochastic choice
- A Neyman-Pearson problem with ambiguity and nonlinear pricing
- Which eligible assets are compatible with comonotonic capital requirements?
- The bounded convergence in measure theorem for nonlinear integral functionals
- Cores and Weber sets for fuzzy extensions of cooperative games
- Games with fuzzy authorization structure: a Shapley value
- Weak convergence of nonadditive measures based on nonlinear integral functionals
- Upper and lower conditional probabilities induced by a multivalued mapping
- Distortion risk measures, ROC curves, and distortion divergence
- Computing Choquet integrals
- Project net present value estimation under uncertainty
- Models for pessimistic or optimistic decisions under different uncertain scenarios
- An axiomatization of the Choquet integral in the context of multiple criteria decision making without any commensurability assumption
- Inequalities of Lyapunov and Stolarsky type for Choquet-like integrals with respect to nonmonotonic fuzzy measures
- Preferences over all random variables: incompatibility of convexity and continuity
- The fair OWA one-to-one assignment problem: NP-hardness and polynomial time special cases
- Efficient implementation with interdependent valuations and maxmin agents
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Autocontinuity and convergence theorems for the Choquet integral
- Bi-cooperative games with fuzzy bi-coalitions
- Maximization of the Choquet integral over a convex set and its application to resource allocation problems
- Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
- Exact algorithms for OWA-optimization in multiobjective spanning tree problems
- Some characterizations of non-additive multi-period models
- Sequentially continuous non-monotonic Choquet integrals
- Moral hazard with non-additive uncertainty: when are actions implementable?
- Extremal dependence concepts
- The cg-position value for games on fuzzy communication structures
- New axiomatisations of discrete quantitative and qualitative possibilistic integrals
- Solvency II, or how to sweep the downside risk under the carpet
- Conditional preferences and updating.
- On the defect of complementarity of fuzzy measures
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
- Propositional distances and compact preference representation
- The Möbius transform on symmetric ordered structures and its application to capacities on finite sets
- Non-monotonic fuzzy measures and the Choquet integral
- Products of non-additive measures: a Fubini-like theorem
- Static portfolio choice under cumulative prospect theory
- Laws of large numbers of negatively correlated random variables for capacities
- Choquet integral and fuzzy measures on locally compact space
- Integral representation of invariant functionals
- A simplified approach to subjective expected utility
- Biased Bayesian learning with an application to the risk-free rate puzzle
- A strategic product for belief functions
- A unified approach to the monotone convergence theorem for nonlinear integrals
- On maxitive integration
- Integrals based on monotone set functions
- A parsimonious model of subjective life expectancy
- Choquet operators associated to vector capacities
- Nonlinear expectations of random sets
- Law-invariant functionals that collapse to the mean
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