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Using Choquet integral in economics

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  • Stanislaw Heilpern

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  • Stanislaw Heilpern, 2002. "Using Choquet integral in economics," Statistical Papers, Springer, vol. 43(1), pages 53-73, January.
    • Handle: RePEc:spr:stpapr:v:43:y:2002:i:1:p:53-73
    DOI: 10.1007/s00362-001-0086-3
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    References listed on IDEAS

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    1. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    2. Porath Elchanan Ben & Gilboa Itzhak, 1994. "Linear Measures, the Gini Index, and The Income-Equality Trade-off," Journal of Economic Theory, Elsevier, vol. 64(2), pages 443-467, December.
    3. Denneberg, Dieter, 1990. "Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 181-190, November.
    4. Newbery, David, 1970. "A theorem on the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 2(3), pages 264-266, September.
    5. Chateauneuf, A. & Cohen, M. & Meilijson, I., 1997. "New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview," Papiers d'Economie Mathématique et Applications 97.55, Université Panthéon-Sorbonne (Paris 1).
    6. Wang, Shaun, 1996. "Premium Calculation by Transforming the Layer Premium Density," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 71-92, May.
    7. Peter Fishburn, 1979. "Evaluative comparisons of distributions of a social variable: Ordering methods," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 6(1), pages 103-126, January.
    8. Weymark, John A., 1981. "Generalized gini inequality indices," Mathematical Social Sciences, Elsevier, vol. 1(4), pages 409-430, August.
    9. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    10. Doherty, Neil A & Eeckhoudt, Louis, 1995. "Optimal Insurance without Expected Utility: The Dual Theory and the Linearity of Insurance Contracts," Journal of Risk and Uncertainty, Springer, vol. 10(2), pages 157-179, March.
    11. Meglena Jeleva, 2000. "Background Risk, Demand for Insurance, and Choquet Expected Utility Preferences," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 25(1), pages 7-28, June.
    12. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    13. Daniel Ellsberg, 1961. "Risk, Ambiguity, and the Savage Axioms," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 75(4), pages 643-669.
    14. Donaldson, David & Weymark, John A., 1980. "A single-parameter generalization of the Gini indices of inequality," Journal of Economic Theory, Elsevier, vol. 22(1), pages 67-86, February.
    15. Deprez, Olivier & Gerber, Hans U., 1985. "On convex principles of premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 179-189, July.
    16. Muliere, Pietro & Scarsini, Marco, 1989. "A note on stochastic dominance and inequality measures," Journal of Economic Theory, Elsevier, vol. 49(2), pages 314-323, December.
    17. Mukerji, Sujoy, 1998. "Ambiguity Aversion and Incompleteness of Contractual Form," American Economic Review, American Economic Association, vol. 88(5), pages 1207-1231, December.
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    Cited by:

    1. Ferreira, João J.M. & Jalali, Marjan S. & Ferreira, Fernando A.F., 2018. "Enhancing the decision-making virtuous cycle of ethical banking practices using the Choquet integral," Journal of Business Research, Elsevier, vol. 88(C), pages 492-497.
    2. Negi, Shekhar Singh & Torra, Vicenç, 2022. "Δ-Choquet integral on time scales with applications," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    3. Bonifacio Llamazares, 2019. "An Analysis of Winsorized Weighted Means," Group Decision and Negotiation, Springer, vol. 28(5), pages 907-933, October.
    4. Slaviša Dumnić & Katarina Mostarac & Milena Ninović & Bojan Jovanović & Sandra Buhmiler, 2022. "Application of the Choquet Integral: A Case Study on a Personnel Selection Problem," Sustainability, MDPI, vol. 14(9), pages 1-39, April.
    5. Ruiling Sun & Zaiwu Gong & Weiwei Guo & Ashfaq Ahmad Shah & Jie Wu & Haiying Xu, 2022. "Flood disaster risk assessment of and countermeasures toward Yangtze River Delta by considering index interaction," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 112(1), pages 475-500, May.
    6. Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.

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