Results 81 to 90 of about 122 (117)
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Extensions of the notion of overall comonotonicity to partial comonotonicity
Insurance: Mathematics and Economics, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Lianzeng, Duan, Baige
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Risk Measures and Comonotonicity: A Review
Stochastic Models, 2006In this paper we examine and summarize properties of several well-known risk measuresthat can be used in the framework of setting solvency capital requirements for a risky business.Special attention is given to the class of (concave) distortion risk measures.
Jan Dhaene, Steven Vanduffel, R Kaas
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Insurance: Mathematics and Economics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ka Chun Cheung
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ka Chun Cheung
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Comonotonicity and low volatility effect
Annals of Operations Research, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yi-Ting Chen +2 more
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Canadian Mathematical Bulletin, 1983
AbstractJackson type theorems are obtained for the comonotone approximation of piecewise monotone functions by polynomials.
Beatson, R. K., Leviatan, D.
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AbstractJackson type theorems are obtained for the comonotone approximation of piecewise monotone functions by polynomials.
Beatson, R. K., Leviatan, D.
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On the comonotonic-★-property for Sugeno integral
Applied Mathematics and Computation, 2009The paper deals mainly with the Sugeno integral possessing the comonotonic \(*\) property; this property is defined as follows: with \(*: [0,\infty]^2\to[0, \infty]\) a binary operation, a Sugeno integral is said to possess the comonotonic \(*\) property if \((s)\int_Af*g\,d\mu= (s)\int_Af\,d \mu*(s)\int_Ag\,d\mu\) holds for any fuzzy measure space ...
Yao Ouyang, Radko Mesiar, Jun Li 0014
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More on Comonotone Polynomial Approximation
Constructive Approximation, 2000In this paper the main theorem that the authors prove is to show that the functions of the class \(C^2(0,1)\), with some regular behaviour at the end points, which change monotonicity at least once in the interval, are approximable better by comonotone polynomials than the functions of the same class but with no change in the nature of monotonicity ...
Leviatan, D., Shevchuk, I. A.
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Fuzzy Measures and Comonotonicity on Multisets
2011Fuzzy measures on multisets are studied. We show that a class of multisets can be represented as a subset of positive integers. Comonotonicity for multisets are defined. We show that a fuzzy measure on multisets with some comonotonicity condition can be represented by generalized fuzzy integral.
Yasuo Narukawa +2 more
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On comonotonic functions of uncertain variables
Fuzzy Optimization and Decision Making, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Comonotone Adaptive Interpolating Splines
BIT Numerical Mathematics, 2002The paper deals with the construction of \(C^1\) interpolating spline with either a quadratic polynomial or a linear/linear rational function between the knots. Such spline preserves the monotonicity of the data on the rational sections. The author proves the existence and the uniqueness of the spline above defined and proposes numerical examples ...
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