Choquet Integrals and Belief Functions

Takao Asano () and Hiroyuki Kojima ()
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Takao Asano: Okayama University
Hiroyuki Kojima: Teikyo University

No 1077, KIER Working Papers from Kyoto University, Institute of Economic Research

Abstract: This paper investigates characterizations of a class of belief functions. Our main contributions are threefold. First, using the notion of invariant weights, we characterize the Choquet integral with respect to belief functions along the lines of Schmeidler (1986). Second, we directly derive a class of belief functions on a state space and a collection of events that determines whether Möbius inversions are strictly positive or zero. Third, we show that the derived collection is simple-complete.

Keywords: Mobius inversions; Invariant weights; Simple-completeness (search for similar items in EconPapers)
JEL-codes: C71 D81 D90 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2022-03
New Economics Papers: this item is included in nep-mic
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:kyo:wpaper:1077

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