Results 71 to 78 of about 90 (78)

Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension

Mathematical Social Sciences, 2002
Enrico Diecidue, Peter P Wakker
exaly  

Axiomatizations of Lovász extensions of pseudo-Boolean functions

Fuzzy Sets and Systems, 2011
MIGUEL Couceiro, Jean-Luc Marichal
exaly  

Comonotonic approximation to periodic investment problems under stochastic drift

European Journal of Operational Research, 2017
Liang Xu, Gang Kou
exaly  

Coherent Comonotonic Additive Risk Measures

openaire   +1 more source

Comonotonically Additive Premium Principles and Some Related Topics

2006
openaire   +1 more source

A note on the induction of comonotonic additive risk measures from acceptance sets

Statistics and Probability Letters
Samuel Solgon Santos, Marcelo Brutti Righi   +1 more
exaly  

On comonotonic functions of uncertain variables

Fuzzy Optimization and Decision Making, 2012
exaly  

Existence of comonotonically additive utility functionals and Choquet integral representations with applications to decision theory and mathematical finance

2002
BOSI, GIANNI, ZUANON M.
openaire   +2 more sources