Modeling attitudes toward uncertainty through the use of the Sugeno integral

B-Tier
Journal: Journal of Mathematical Economics
Year: 2008
Volume: 44
Issue: 11
Pages: 1084-1099

Authors (3)

Chateauneuf, A. (not in RePEc) Grabisch, M. (Université Paris 1 (Panthéon-S...) Rico, A. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The aim of this paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.

Technical Details

RePEc Handle
repec:eee:mateco:v:44:y:2008:i:11:p:1084-1099
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25