2001-09-01
Nonmonotonic Choquet integrals
Publication
Publication
Journal of Mathematical Economics , Volume 36 - Issue 1 p. 45- 60
This paper shows how the signed Choquet integral, a generalization of the regular Choquet integral, can model violations of separability and monotonicity. Applications to intertemporal preference, asset pricing, and welfare evaluations are discussed.
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| doi.org/10.1016/S0304-4068(01)00064-7, hdl.handle.net/1765/23028 | |
| Journal of Mathematical Economics | |
| Organisation | Erasmus School of Economics |
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de Waegenaere, A, & Wakker, P.P. (2001). Nonmonotonic Choquet integrals. Journal of Mathematical Economics, 36(1), 45–60. doi:10.1016/S0304-4068(01)00064-7
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