Singed Integral Representations of Comonotonic Additive Functionals

We establish integral representation results for suitably pointwise continuous and comonotonic addi- tive functionals of bounded variation de?ned on Stone lattices.

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Year of publication:	2010
Authors:	Cerreia-Vioglio, Simone ; Maccheroni, Fabio ; Marinacci, Massimo ; Montrucchio, Luigi
Institutions:	IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series IGIER Working Paper Series Number 366
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008642131