Choquet integral calculus on a continuous support and its applications

Mustapha Ridaoui () and Michel Grabisch
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Mustapha Ridaoui: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Abstract: In this paper we give representation results about the calculation of the Choquet integral of a monotone function on the nonnegative real line. Next, we represent the Choquet integral of nonmonotone functions, by construction of monotone functions from nonmonotone ones, by using the increasing and decreasing rearrangement of a nonmono-tone function. Finally, this paper is completed with 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 oper-ator (search for similar items in EconPapers)
Date: 2016
Note: View the original document on HAL open archive server: https://hal.science/hal-01373325v1
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Citations: View citations in EconPapers (2)

Published in Operations Research and Decisions, 2016

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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)
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