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Nonmonotonic Choquet integrals

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Cited by:

  1. Lorenza Campagnolo & Carlo Carraro & Marinella Davide & Fabio Eboli & Elisa Lanzi & Ramiro Parrado, 2016. "Can climate policy enhance sustainability?," Climatic Change, Springer, vol. 137(3), pages 639-653, August.
  2. André Lapied & Olivier Renault, 2012. "An Investigation of Time Consistency for Subjective Discontinued Utility," Working Papers halshs-00793174, HAL.
  3. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
  4. Ruodu Wang & Yunran Wei, 2020. "Risk functionals with convex level sets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1337-1367, October.
  5. Paolo Ghirardato & Daniele Pennesi, 2023. "Randomizing without randomness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1009-1037, May.
  6. Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 213-226, March.
  7. Xia Han & Ruodu Wang & Xun Yu Zhou, 2022. "Choquet regularization for reinforcement learning," Papers 2208.08497, arXiv.org.
  8. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
  9. Chateauneuf, Alain & Ventura, Caroline, 2013. "G-continuity, impatience and myopia for Choquet multi-period utilities," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 97-105.
  10. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
  11. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
  12. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2020. "Random Evolving Lotteries and Intrinsic Preference for Information," Working Papers 2020-71, Princeton University. Economics Department..
  13. Chen, Zengjing & Kulperger, Reg, 2006. "Minimax pricing and Choquet pricing," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 518-528, June.
  14. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March.
  15. Silvia Bortot & Mario Fedrizzi & Silvio Giove, 2011. "Modelling fraud detection by attack trees and Choquet integral," DISA Working Papers 2011/09, Department of Computer and Management Sciences, University of Trento, Italy, revised 31 Aug 2011.
  16. repec:dau:papers:123456789/5446 is not listed on IDEAS
  17. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.
  18. Kirsten Rohde, 2010. "A preference foundation for Fehr and Schmidt’s model of inequity aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 34(4), pages 537-547, April.
  19. Chateauneuf, Alain & Rebille, Yann, 2004. "Some characterizations of non-additive multi-period models," Mathematical Social Sciences, Elsevier, vol. 48(3), pages 235-250, November.
  20. Balbás, Alejandro & Balbás, Raquel & Garrido, José, 2010. "Extending pricing rules with general risk functions," European Journal of Operational Research, Elsevier, vol. 201(1), pages 23-33, February.
  21. Hong Yao & Xin Qian & Hong Yin & Hailong Gao & Yulei Wang, 2015. "Regional Risk Assessment for Point Source Pollution Based on a Water Quality Model of the Taipu River, China," Risk Analysis, John Wiley & Sons, vol. 35(2), pages 265-277, February.
  22. Furman, Edward & Wang, Ruodu & Zitikis, Ričardas, 2017. "Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 70-84.
  23. Ruodu Wang & Yunran Wei & Gordon E. Willmot, 2020. "Characterization, Robustness, and Aggregation of Signed Choquet Integrals," Mathematics of Operations Research, INFORMS, vol. 45(3), pages 993-1015, August.
  24. Marta Cardin, 2005. "Preference Rapresentation for Multicriteria Decision Making," GE, Growth, Math methods 0511009, University Library of Munich, Germany.
  25. Fernández, J.R. & Gallego, I. & Jiménez-Losada, A. & Ordóñez, M., 2016. "Cooperation among agents with a proximity relation," European Journal of Operational Research, Elsevier, vol. 250(2), pages 555-565.
  26. Julio R. Fernández & Inés Gallego & Andrés Jiménez-Losada & Manuel Ordóñez, 2022. "Cost-allocation problems for fuzzy agents in a fixed-tree network," Fuzzy Optimization and Decision Making, Springer, vol. 21(4), pages 531-551, December.
  27. Jingqian Wang & Songtao Shao & Xiaohong Zhang, 2023. "Choquet-like Integrals with Multi-Neighborhood Approximation Numbers for Novel Covering Granular Reduction Methods," Mathematics, MDPI, vol. 11(22), pages 1-20, November.
  28. Adam Brandenburger & Paolo Ghirardato & Daniele Pennesi & Lorenzo Stanca, 2024. "Event Valence and Subjective Probability," Carlo Alberto Notebooks 717 JEL Classification: D, Collegio Carlo Alberto.
  29. Ghirardato, Paolo & Pennesi, Daniele, 2020. "A general theory of subjective mixtures," Journal of Economic Theory, Elsevier, vol. 188(C).
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