Waegenaere, A. de

integral choquet choquet integral wakker / journal choquet integrals comonotonic decision cj +1 asset function weight preference journal economic sequential choquet integral wakker change vector c additivity theorem capacity insurance sequential utility state monotonicity agent schmeidler gilboa xj −1 proof sequentially comonotonic outcome decision weights 45–60 intertemporal preference respect point time points result waegenaere representation price π j −1 pricing change x ∈ rn model decision weight vector portfolio number · · · y ∼ v income asset pricing additive comonotonic additivity function ν lemma value market equivalent intertemporal file x core integrals xj +1 period fi rst state 2 condition monotonic intermediary sequentially nonnegative constraint theory convexity shalev equilibrium mathematics