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A copula-based approach to aggregation functions

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Author Info
Marta Cardin () (Department of Applied Mathematics, University of Venice)
Maddalena Manzi () (Department of Mathematics, University of Padua)

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Abstract

This 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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File URL: http://www.dma.unive.it/wpdma/2006wp139.pdf
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Publisher Info
Paper provided by Department of Applied Mathematics, University of Venice in its series Working Papers with number 139.

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Length: 13 pages
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:vnm:wpaper:139

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Related research
Keywords: Aggregation functions; supermodularity; Schur-concavity; copula; Archimedean copulae;

Find related papers by JEL classification:
C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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  1. Quiggin, John & Chambers, Robert G., 2006. "Supermodularity and risk aversion," Mathematical Social Sciences, Elsevier, vol. 52(1), pages 1-14, July. [Downloadable!] (restricted)
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