Choquet integral calculus on a continuous support and its applications

Mustapha Ridaoui () and Michel Grabisch

Operations Research and Decisions, 2016, vol. 26, issue 1, 73-93

Abstract: The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.

Keywords: Choquet integral; distorted Lebesgue measure; risk measure; OWA operator (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
Working Paper: Choquet integral calculus on a continuous support and its applications (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:wut:journl:v:1:y:2016:p:73-93:id:1217

DOI: 10.5277/ord160105

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