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Choquet integral calculus on a continuous support and its applications

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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

Suggested Citation

  • Mustapha Ridaoui & Michel Grabisch, 2016. "Choquet integral calculus on a continuous support and its applications," Documents de travail du Centre d'Economie de la Sorbonne 16079, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Handle: RePEc:mse:cesdoc:16079
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    Cited by:

    1. Hamzeh Agahi, 2020. "On fractional continuous weighted OWA (FCWOWA) operator with applications," Annals of Operations Research, Springer, vol. 287(1), pages 1-10, April.
    2. Negi, Shekhar Singh & Torra, Vicenç, 2022. "Δ-Choquet integral on time scales with applications," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).

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    More about this item

    Keywords

    Choquet integral; distorted Lebesgue measure; risk measure; OWA operator;
    All these keywords.

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games

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