Singed Integral Representations of Comonotonic Additive Functionals
AbstractWe 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 InfoPaper provided by IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University in its series Working Papers with number 366.
Date of creation: 2010
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- NEP-ALL-2010-10-02 (All new papers)
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