Choquet Integrals With Respect to Non-Monotonic Set Functions

Anja De Waegenaere () and Peter Wakker

No 1997-44, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Choquet integral; comonotonicity; arbitrage; time preference (search for similar items in EconPapers)
Date: 1997
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Working Paper: Choquet Integrals With Respect to Non-Monotonic Set Functions (1997)
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