Choquet integral calculus on a continuous support and its applications

Mustapha Ridaoui () and Michel Grabisch
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Mustapha Ridaoui: Centre d'Economie de la Sorbonne, https://centredeconomiesorbonne.univ-paris1.fr

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

Abstract: In this paper, we give representation results about the calculation of the Choquet integral of a monotone function on the non negative real line. Next, we represent the Choquet integral of non monotone functions, by construction of monotone functions from non monotones ones, by using the increasing and decreasing rearrangement of a non monotone 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 operator (search for similar items in EconPapers)
JEL-codes: C71 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2016-11
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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ftp://mse.univ-paris1.fr/pub/mse/CES2016/16079.pdf (application/pdf)

Related works:
Journal Article: 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:mse:cesdoc:16079

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