A copula-based approach to aggregation functions
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.
|Date of creation:||Oct 2006|
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- John Quiggin & Robert G. Chambers, 2004.
"Supermodularity and Risk Aversion,"
Risk & Uncertainty Working Papers
WPR04_2, Risk and Sustainable Management Group, University of Queensland.
- Quiggin, John & Chambers, Robert G., 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
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