Nonmonotonic Choquet Integrals

P.P. Wakker*, A. De Waegenaere

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review


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.
Original languageEnglish
Pages (from-to)45-60
JournalJournal of Mathematical Economics
Publication statusPublished - 1 Jan 2001


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