Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty (Q989916)
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scientific article; zbMATH DE number 5774229
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| English | Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty |
scientific article; zbMATH DE number 5774229 |
Statements
Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty (English)
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23 August 2010
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capacities
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comonotonicity
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conditional Choquet integrals
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conditional capacities
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discount factors
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information
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product spaces
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subjective measures
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0.8189589381217957
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0.7816748023033142
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0.7673640847206116
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0.7557841539382935
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0.7514073848724365
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