Search Results - subject:"choquet integral"

Towards a new knowledge-based framework for integrated quality control planning

Oukhay, Fadwa; Badreddine, Ahmed; Ben Romdhane, Taieb - In: European journal of industrial engineering : EJIE 15 (2021) 5, pp. 583-615

Persistent link: https://www.econbiz.de/10012610874

From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations

Michielon, Matteo; Khedher, Asma; Spreij, Peter - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10012652634

Optimal insurance for a minimal expected retention: The case of an ambiguity-seeking insurer

Amarante, Massimiliano; Ghossoub, Mario - In: Risks 4 (2016) 1, pp. 1-27

In the classical expected utility framework, a problem of optimal insurance design with a premium constraint is equivalent to a problem of optimal insurance design with a minimum expected retention constraint. When the insurer has ambiguous beliefs represented by a non-additive probability...

Persistent link: https://www.econbiz.de/10011709546

Optimal insurance for a minimal expected retention : the case of an ambiguity-seeking insurer

Amarante, Massimiliano; Ghossoub, Mario - In: Risks : open access journal 4 (2016) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011443689

On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory

Chudziak, J. - In: Insurance / Mathematics & economics 94 (2020), pp. 154-159

Persistent link: https://www.econbiz.de/10012419195

Set-valued capacities: multi-agenda decision making

Lehrer, Ehud; Teper, Roee - In: Economic theory : official journal of the Society for … 69 (2020) 1, pp. 233-248

Persistent link: https://www.econbiz.de/10012238233

Using a Choquet integral-based approach for incorporating decision-maker’s preference judgments in a Data Envelopment Analysis model

Pereira, Miguel Alves; Figueira, José Rui; Marques, … - In: European journal of operational research : EJOR 284 (2020) 3, pp. 1016-1030

Persistent link: https://www.econbiz.de/10012238933

An application of the SMAA-Choquet method to evaluate the performance of sailboats in offshore regattas

Angilella, Silvia; Arcidiacono, Sally Giuseppe; … - In: Operational research : an international journal 20 (2020) 2, pp. 771-793

Persistent link: https://www.econbiz.de/10012214685

Intuitionistic fuzzy two-sided matching model and its application to personnel-position matching problems

Yu, Dejian; Xu, Zeshui - In: Journal of the Operational Research Society 71 (2020) 2, pp. 312-321

Persistent link: https://www.econbiz.de/10012215735

As simple as possible but not simpler in Multiple Criteria Decision Aiding : the robust-stochastic level dependent Choquet integral approach

Arcidiacono, Sally Giuseppe; Corrente, Salvatore; … - In: European journal of operational research : EJOR 280 (2020) 3, pp. 988-1007

Persistent link: https://www.econbiz.de/10012132507