A copula-based approach to aggregation functions
AbstractThis paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity.
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Bibliographic InfoPaper provided by Department of Applied Mathematics, Università Ca' Foscari Venezia in its series Working Papers with number 139.
Length: 13 pages
Date of creation: Oct 2006
Date of revision:
Aggregation functions; supermodularity; Schur-concavity; copula; Archimedean copulae;
Find related papers by JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-04 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Quiggin, John & Chambers, Robert G., 2006.
"Supermodularity and risk aversion,"
Mathematical Social Sciences,
Elsevier, vol. 52(1), pages 1-14, July.
- Quiggin, John & Chambers, Robert G, 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
- John Quiggin & Robert G. Chambers, 2004. "Supermodularity and Risk Aversion," Risk & Uncertainty Working Papers WPR04_2, Risk and Sustainable Management Group, University of Queensland.
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