Signed integral representations of comonotonic additive functionals

DOI10.1016/J.JMAA.2011.07.019zbMATH Open1231.28016OpenAlexW2053561951MaRDI QIDQ641652FDOQ641652

Authors: Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio 

Publication date: 24 October 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.07.019

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• Riesz type integral representations for comonotonically additive functionals
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• scientific article; zbMATH DE number 1269742

zbMATH Keywords

Stone latticescapacitiesChoquet integralscomonotonic additive functionals

Mathematics Subject Classification ID

Nonstandard measure theory (28E05) Fuzzy measure theory (28E10)

Cites Work

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• Nonmonotonic Choquet integrals
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• Non-monotonic fuzzy measures and the Choquet integral
• Integral representation of continuous comonotonically additive functionals
• Arzela's Dominated Convergence Theorem for the Riemann Integral
• Subjective probability theory with continuous acts
• Sequentially continuous non-monotonic Choquet integrals

Cited In (27)

• \(\Delta\)-Choquet integral on time scales with applications
• Title not available (Why is that?)
• Ergodic theorems for dynamic imprecise probability kinematics
• The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
• Put-call parity and market frictions
• Iterates of monotone and sublinear operators on spaces of continuous functions
• Ergodic theorems for capacity preserving \(\mathbb{Z}_+^d\)-actions
• Ergodic theorems for lower probabilities
• A special class of fuzzy measures: Choquet integral and applications
• Choquet operators associated to vector capacities
• A note on the Choquet type operators
• Ambiguity and robust statistics
• Nonlinear functionals on \(C(X)\) and Choquet integrals
• Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect—
• Riesz type integral representations for comonotonically additive functionals
• Title not available (Why is that?)
• Niveloids and their extensions: risk measures on small domains
• Choquet integration on Riesz spaces and dual comonotonicity
• Characterization, robustness, and aggregation of signed Choquet integrals
• The Choquet integral representability of comonotonically additive functionals in locally compact spaces
• Title not available (Why is that?)
• Nonlinear versions of Korovkin's abstract theorems
• Integral representation of continuous comonotonically additive functionals
• A nonlinear extension of Korovkin's theorem
• Title not available (Why is that?)
• Convex risk functionals: representation and applications
• Sequentially continuous non-monotonic Choquet integrals

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