Integral Representation with Continuity
We prove an integral representation theorem for functionals fulfilling some continuity conditions. These functionals satisfy a weaker condition than additivity, namely additive comonotonicity and do not need to be monotonic.
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|Date of creation:||2000|
|Date of revision:|
|Contact details of provider:|| Postal: France; Universite de Paris I - Pantheon- Sorbonne, 12 Place de Pantheon-75005 Paris, France|
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