Nonmonotonic Choquet Integrals

P.P. Wakker; A. De Waegenaere

doi:10.1016/S0304-4068(01)00064-7

Nonmonotonic Choquet Integrals

P.P. Wakker^*, A. De Waegenaere

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

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 language	English
Pages (from-to)	45-60
Journal	Journal of Mathematical Economics
Volume	36
DOIs	https://doi.org/10.1016/S0304-4068(01)00064-7
Publication status	Published - 1 Jan 2001

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10.1016/S0304-4068(01)00064-7

Cite this

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title = "Nonmonotonic Choquet Integrals",

abstract = "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.",

author = "P.P. Wakker and {De Waegenaere}, A.",

year = "2001",

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doi = "10.1016/S0304-4068(01)00064-7",

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N2 - 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.

AB - 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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DO - 10.1016/S0304-4068(01)00064-7

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VL - 36

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JO - Journal of Mathematical Economics

JF - Journal of Mathematical Economics

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