Axiomatic Characterizations of the Choquet Integral

Ebbe Groes, Hans Jørgen Jacobsen, Birgitte Sloth () and Torben Tranaes ()
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Ebbe Groes: Institute of Economics, University of Copenhagen
Hans Jørgen Jacobsen: Institute of Economics, University of Copenhagen

No 96-19, Discussion Papers from University of Copenhagen. Department of Economics

Abstract: The Choquet integral is an integral part of recent advances in decision theory involving non-additive measures. In this article we present two new axiomatic characterizations of this functional.

Keywords: Choquet integral; capacities (search for similar items in EconPapers)
JEL-codes: D81 (search for similar items in EconPapers)
Pages: 10 pages
Date: 1996-12
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Published in: Economic Theory, 1998, 12(2) pp 441-48

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Persistent link: https://EconPapers.repec.org/RePEc:kud:kuiedp:9619

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