Modeling attitudes toward uncertainty through the use of the Sugeno integral

The aim of this paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.

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Year of publication:	2008
Authors:	Chateauneuf, A. ; Grabisch, M. ; Rico, A.
Published in:	Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 44.2008, 11, p. 1084-1099
Publisher:	Elsevier
Keywords:	Sugeno integral Uncertainty aversion Preference relations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005374096