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Axiomatic characterizations of the Choquet integral

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Author Info
Ebbe Groes (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)
Hans JÛrgen Jacobsen (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)
Birgitte Sloth (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)
Torben TranÖs (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)

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Abstract

The Choquet integral is an integral part of recent advances in decision theory involving non-additive measures. In this article we present two new axiomatic characterizations of this functional.

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Article provided by Springer in its journal Economic Theory.

Volume (Year): 12 (1998)
Issue (Month): 2 ()
Pages: 441-448
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Handle: RePEc:spr:joecth:v:12:y:1998:i:2:p:441-448

Note: Received: January 27, 1997; revised version: April 28, 1997
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  1. Ehud Lehrer, 2005. "A new integral for capacities," Game Theory and Information 0504004, EconWPA. [Downloadable!]
  2. Ehud Lehrer, 2009. "A new integral for capacities," Economic Theory, Springer, vol. 39(1), pages 157-176, April. [Downloadable!] (restricted)
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