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Singed Integral Representations of Comonotonic Additive Functionals

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  • Simone Cerreia-Vioglio
  • Fabio Maccheroni
  • Massimo Marinacci
  • Luigi Montrucchio

Abstract

We establish integral representation results for suitably pointwise continuous and comonotonic addi- tive functionals of bounded variation de?ned on Stone lattices.

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Bibliographic Info

Paper provided by IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University in its series Working Papers with number 366.

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Date of creation: 2010
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Handle: RePEc:igi:igierp:366

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Cited by:
  1. Giraud, Raphaƫl, 0. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Theoretical Economics, Econometric Society.
  2. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2013. "Ambiguity and robust statistics," Journal of Economic Theory, Elsevier, vol. 148(3), pages 974-1049.
    • Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  3. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012. "Put-Call Parity and Market Frictions," Working Papers 447, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012. "Niveloids and Their Extensions:Risk Measures on Small Domains," Working Papers 458, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  5. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2012. "Choquet Integration on Riesz Spaces and Dual Comonotonicity," Working Papers 433, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  6. Simone Cerreia vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Ergodic Theorems for Lower Probabilities," Working Papers 500, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

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