Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - IGIER (Innocenzo Gasparini Institute for Economic … - 2012
We give a general integral representation theorem (Theorem 6) for nonadditive functionals de?ned on an Archimedean Riesz space X with order unit. Additivity is replaced by a weak form of modularity, or equivalently dual comonotonic additivity, and integrals are Choquet integrals. Those integrals...