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Volumn 340, Issue 2, 2008, Pages 982-999

A unifying approach to integration for bounded positive charges

Author keywords

Choquet integral; Coherent lower prevision; Comonotone additivity; Exact functional; Lower integral; n Monotonicity; Natural extension

Indexed keywords


EID: 38049000339     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2007.09.026     Document Type: Article
Times cited : (6)

References (19)
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    • G. de Cooman, M.C.M. Troffaes, E. Miranda, n-Monotone exact functionals, 2006, submitted for publication
  • 7
    • 0141822085 scopus 로고    scopus 로고
    • Coherent risk measures on general probability spaces
    • Sandmann K., and Schönbucher P.J. (Eds), Springer, Berlin
    • Delbaen F. Coherent risk measures on general probability spaces. In: Sandmann K., and Schönbucher P.J. (Eds). Advances in Finance and Stochastics (2002), Springer, Berlin 1-37
    • (2002) Advances in Finance and Stochastics , pp. 1-37
    • Delbaen, F.1
  • 12
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    • Using finitely additive probability: Uniform distributions on the natural numbers
    • Kadane J.B., and O'Hagan A. Using finitely additive probability: Uniform distributions on the natural numbers. J. Amer. Statist. Assoc. 90 (1995) 626-631
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 626-631
    • Kadane, J.B.1    O'Hagan, A.2
  • 16
    • 38049047027 scopus 로고    scopus 로고
    • S. Maaß, Exact functionals, functionals preserving linear inequalities, Lévy's metric, PhD thesis, University of Bremen, 2003
  • 17
    • 0040510572 scopus 로고
    • A general theory of limits
    • Moore E.H., and Smith H.L. A general theory of limits. Amer. J. Math. 44 (1922) 102-121
    • (1922) Amer. J. Math. , vol.44 , pp. 102-121
    • Moore, E.H.1    Smith, H.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.