Dilatation monotonous Choquet integrals (Q2581296)

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Dilatation monotonous Choquet integrals
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    Dilatation monotonous Choquet integrals (English)
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    9 January 2006
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    capacity
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    Choquet integral
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    coherent risk measure
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    dilatation monotonicity
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    risk-adjusted value
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    utility functional
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