Sulla rappresentazione di funzionali mediante integrali
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Publication:585398
zbMath0524.28016MaRDI QIDQ585398
Publication date: 1982
Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=RSMUP_1982__66__21_0
Related Items (24)
Put-call parity and generalized neo-additive pricing rules ⋮ Modeling attitudes towards uncertainty and risk through the use of Choquet integral ⋮ Choquet integration on Riesz spaces and dual comonotonicity ⋮ Foundations of neo-Bayesian statistics ⋮ Natural risk measures ⋮ On a representation theorem of Schmeidler ⋮ Put-call parity and market frictions ⋮ Conditions for Choquet integral representation of the comonotonically additive and monotone functional. ⋮ Representation of maxitive measures: An overview ⋮ Decision principles derived from risk measures ⋮ Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure ⋮ On the use of capacities in representing premium calculation principles ⋮ A comonotonic image of independence for additive risk measures ⋮ An optimization approach to the dynamic allocation of economic capital ⋮ A Sugeno integral representation under Stone condition ⋮ Abstract Riemann integrability and measurability ⋮ Solvency II, or how to sweep the downside risk under the carpet ⋮ Sure wins, separating probabilities and the representation of linear functionals ⋮ Fuzzy integral representation ⋮ On additivity of the integral ⋮ Regular fuzzy measure and representation of comonotonically additive functional ⋮ Limit laws for non-additive probabilities and their frequentist interpretation ⋮ Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect— ⋮ Coherent lower previsions and Choquet integrals
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