A note on comonotonic additivity
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Publication:4884423
DOI10.1017/S001708950003144XzbMATH Open0969.91002MaRDI QIDQ4884423FDOQ4884423
Authors: June M. Parker 
Publication date: 31 January 2000
Published in: Glasgow Mathematical Journal (Search for Journal in Brave)
Recommendations
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Comonotonic random sets and its additivity of Choquet integrals
- GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS
- Extension and representation of comonotonically additive functionals
- Boundedness and symmetry of comonotonically additive functionals
comonotonicitypreference orderingcomonotonic additivityChoquet integralsaxiom of comonotonic independence
Individual preferences (91B08) Utility theory (91B16) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)
Cites Work
- Maxmin expected utility with non-unique prior
- Non-additive measure and integral
- Subjective Probability and Expected Utility without Additivity
- Integral Representation Without Additivity
- Theory of capacities
- Representation of capacities
- On the use of capacities in modeling uncertainty aversion and risk aversion
Cited In (11)
- GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS
- A note on \(g\)-expectation with comonotonic additivity
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Cominimum additive operators
- Comments on Hastings' additivity counterexamples
- An axiomatization of Choquet expected utility with cominimum independence
- Dilatation monotonous Choquet integrals
- Comonotonic random sets and its additivity of Choquet integrals
- Conditional comonotonicity
- Choquet expected utility with a finite state space: Commutativity and act-independence
- Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
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