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Dilatation monotonous Choquet integrals - MaRDI portal

Dilatation monotonous Choquet integrals (Q2581296)

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Dilatation monotonous Choquet integrals
scientific article

    Statements

    title
    Dilatation monotonous Choquet integrals (English)
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    author
    Johannes Leitner
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    publication date
    9 January 2006
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    zbMATH Keywords
    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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    cites work
    Q5807222
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    Theory of capacities
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    Q4550909
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    Robust Statistics
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    Q5512462
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    Q4780774
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    Q4131415
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    Q4301147
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    Cores of convex games
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    Q3999364
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B16
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    28E10
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    28A12
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    zbMATH DE Number
    2244524
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    OpenAlex ID
    W1981394676
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