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Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty - MaRDI portal

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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