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Volumn 51, Issue 2-4, 2001, Pages 367-386

Conditioning capacities and Choquet integrals: The role of comonotony

Author keywords

Choquet integral; Comonotony; Conditionnal capacities; Time consitency

Indexed keywords


EID: 0041781685     PISSN: 00405833     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015567329595     Document Type: Article
Times cited : (26)

References (10)
  • 1
    • 34249766478 scopus 로고
    • Modeling attitudes towards uncertainty and risk through the use of Choquet integral
    • Chateauneuf, A. (1994), Modeling attitudes towards uncertainty and risk through the use of Choquet integral, Annals of Operation Research 52, 3-20.
    • (1994) Annals of Operation Research , vol.52 , pp. 3-20
    • Chateauneuf, A.1
  • 2
    • 0041459147 scopus 로고    scopus 로고
    • Comonotone random variables in economics: A review of some results
    • Chateauneuf, A., Cohen, M. and Kast, R. (1997), Comonotone random variables in economics: A review of some results, DT GREQAM 97A07.
    • (1997) DT GREQAM 97A07
    • Chateauneuf, A.1    Cohen, M.2    Kast, R.3
  • 5
    • 21844497194 scopus 로고
    • Conditionning (updating) non-additive measures
    • Denneberg D. (1994), Conditionning (updating) non-additive measures, Annals of Operations Research 52, 21-42.
    • (1994) Annals of Operations Research , vol.52 , pp. 21-42
    • Denneberg, D.1
  • 7
    • 0042962122 scopus 로고    scopus 로고
    • A decision theoretic approach to bid-ask spreads
    • Kast, R. and Lapied, A. (1997), A decision theoretic approach to bid-ask spreads, Finance 18, 115-137.
    • (1997) Finance , vol.18 , pp. 115-137
    • Kast, R.1    Lapied, A.2
  • 9
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler, D. (1989), Subjective probability and expected utility without additivity, Econometrica 57, 571-587.
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 10
    • 0002569928 scopus 로고
    • The dual theory of choice under risk
    • Yaari, M. (1987), The dual theory of choice under risk, Econometrica 55, 119-132.
    • (1987) Econometrica , vol.55 , pp. 119-132
    • Yaari, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.