Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty
Year of publication: |
2010
|
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Authors: | Kast, Robert ; Lapied, André |
Published in: |
Theory and Decision. - Springer. - Vol. 69.2010, 1, p. 27-53
|
Publisher: |
Springer |
Subject: | Capacities | Comonotonicity | Conditional Choquet integrals | Conditional capacities | Discount factors | Information | Product spaces | Subjective measures | D 81 | D 83 | D 92 | G 31 |
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