A note on comonotonic additivity

DOI10.1017/S001708950003144XzbMath0969.91002MaRDI QIDQ4884423

June M. Parker

Publication date: 31 January 2000

Published in: Glasgow Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

comonotonicitypreference orderingcomonotonic additivityChoquet integralsaxiom of comonotonic independence

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Utility theory (91B16) Individual preferences (91B08)

Related Items (2)

GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS ⋮ Conditions for Choquet integral representation of the comonotonically additive and monotone functional.

Cites Work

• Maxmin expected utility with non-unique prior
• On the use of capacities in modeling uncertainty aversion and risk aversion
• Representation of capacities
• Non-additive measure and integral
• Theory of capacities
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity

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