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A copula-based approach to aggregation functions

Author

Listed:
  • Marta Cardin

    () (Department of Applied Mathematics, University of Venice)

  • Maddalena Manzi

    () (Department of Mathematics, University of Padua)

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.

Suggested Citation

  • Marta Cardin & Maddalena Manzi, 2006. "A copula-based approach to aggregation functions," Working Papers 139, Department of Applied Mathematics, Universit√† Ca' Foscari Venezia.
  • Handle: RePEc:vnm:wpaper:139
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    File URL: http://virgo.unive.it/wpideas/storage/2006wp139.pdf
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    References listed on IDEAS

    as
    1. Quiggin, John & Chambers, Robert G., 2006. "Supermodularity and risk aversion," Mathematical Social Sciences, Elsevier, vol. 52(1), pages 1-14, July.
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    More about this item

    Keywords

    Aggregation functions; supermodularity; Schur-concavity; copula; Archimedean copulae;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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