Dilatation monotonous Choquet integrals

Article Abstract:

It is shown that an inevitable factor for dilatation monotonicity of a Choquet integral is the convexity of the capacity regarding inherent probability measure. Coherent risk measure, utility functional, risk-adjusted value, etc. are discussed.

Economics, Monotonic functions, Economic theory

---

Pareto efficiency with spatial rights

Article Abstract:

The problems encountered in constructing a Pareto-efficient social welfare function respecting individual rights when preferences are defined over the location of a public facility are examined.

Welfare economics, Econometric models

---

Similar abstracts:

• Abstracts: Linear and non-linear (non-) forecastability of high-frequency exchange rates. A double-threshold GARCH model for the French franc/Deutschmark exchange rate
• Abstracts: Comparative statics, strategic complements and substitutes in oligopolies
• Abstracts: Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting. Non-linear forecasts of stock returns
• Abstracts: Municipal Budget Forecasting with Multivariate ARMA Models. Average conditional correlation and tree structures for multivariate GARCH models
• Abstracts: Decision making with imprecise probabilistic information. Opportunity sets and uncertain consequences

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.