Integral Representation with Continuity

Yann Rébillé

Papiers d'Economie Mathématique et Applications from Université Panthéon-Sorbonne (Paris 1)

Abstract: We prove an integral representation theorem for functionals fulfilling some continuity conditions. These functionals satisfy a weaker condition than additivity, namely additive comonotonicity and do not need to be monotonic.

Keywords: CAPACITY; BEHAVIOUR; INTEGRAL (search for similar items in EconPapers)
JEL-codes: D80 D81 (search for similar items in EconPapers)
Pages: 11 pages
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pariem:2000.113

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