Results 91 to 100 of about 122 (117)

Comonotone approximation of periodic functions

Journal of Approximation Theory
Denote by \(\widetilde{C}\) the space of continuous \(2\pi\)-periodic functions \(f\) endowed with the uniform norm \(\|f\| := \max\limits_{x\in \mathbb{R}} |f(x)|\) and by \(\omega_m (f,t)\) the \(m\)-th modulus of smoothness of \(f\). Furthermore, denote by \(\widetilde{C}^r\) the subspace of \(r\)-times continuously differentiable functions \(f\in ...
Dany Leviatan, M. V. Shchehlov, I. O. Shevchuk   +2 more
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A note on -expectation with comonotonic additivity

Statistics & Probability Letters, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Comonotonic book making and attitudes to uncertainty

Mathematical Social Sciences, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Robert Kast, André Lapied
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Boundedness and symmetry of comonotonically additive functionals

Fuzzy Sets and Systems, 2001
A relationship between the Choquet integral and comonotically additive and monotone functionals \(I\) is reexamined. First, some necessary and sufficient conditions are given for the boundedness of \(I\) in terms of Narukawa's fuzzy measures. Then there is proved that \(I\) is symmetric if and only if it can be represented by the Šipoš integral.
Yasuo Narukawa, Toshiaki Murofushi, Michio Sugeno   +2 more
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Comonotonic Convex Preferences

SSRN Electronic Journal, 2013
In this paper we develop a set of axioms for preferences under uncertainty which leads to a representation result unifying the Choquet expected utility preferences of Schmeidler (1989) and the uncertainty averse preferences of Cerreia-Vioglio et al (2011).
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Multivariate comonotonicity

We study three different definitions of comonotonicity between two d-dimensional random vectors which are strong comonotonicity, projection comonotonicity and weak comonotonicity.
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On comonotone k-maxitive aggregation functions

Fuzzy Sets and Systems, 2023
Lubomíra Horanská, Zdenko Takác
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Weak comonotonicity

European Journal of Operational Research, 2020
Ruodu Wang, Ričardas Zitikis
exaly  

Comonotonicity, correlation order and premium principles

Insurance: Mathematics and Economics, 1998
Shaun Wang, Jan Dhaene
exaly  

On *-Associated Comonotone Functions

We give a positive answer to two open problems stated by Boczek and Kaluszka in their recent paper. The first one deals with an algebraic characterization of comonotonicity. We show that the class of binary operations solving this problem contains any strictly monotone right continuous operation.
Hutník, Ondrej, Pócs, Jozef
openaire   +1 more source