Integral Representation with Continuity.

We prove an integral representation theorem for functionals fulfilling some continuity conditions. These functionals satisfy a weaker condition than additivity, namely additive comonotonicity and do not need to be monotonic.

MoreLess

Year of publication:	2000
Authors:	Rebille, Y.
Institutions:	Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
Subject:	CAPACITY \| BEHAVIOUR \| INTEGRAL

More details

Series:	Papiers d'Economie Mathématique et Applications.
Type of publication:	Book / Working Paper
Notes:	11 pages
Classification:	D80 - Information and Uncertainty. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776549