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Comonotonic additive operators and their representations

Published online by Cambridge University Press:  19 July 2001

Heinz J. Skala
Heinz J. Skala
Affiliation:
Hohefeld 18, 33100 Paderborn-Dahl, Germany
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Abstract

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In a recent illuminating paper, June M. Parker [5] discussed Choquet integral representations of comonotonic additive functionals and related concepts. In our paper we provide a generalization of the Choquet integral and use this to obtain an integral representation for comonotonic additive operators.

Type
Research Article
Information
Glasgow Mathematical Journal , Volume 41 , Issue 2 , May 1999 , pp. 191 - 196
Copyright
1999 Glasgow Mathematical Journal Trust