Singed Integral Representations of Comonotonic Additive Functionals

Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Luigi Montrucchio

No 366, Working Papers from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

Abstract: We establish integral representation results for suitably pointwise continuous and comonotonic addi- tive functionals of bounded variation de?ned on Stone lattices.

Date: 2010
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