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This paper proposes a class of weak additivity concepts for an operator on the set of real valued functions on a finite state space \omega, which include additivity and comonotonic additivity as extreme cases. Let \epsilon be a collection of subsets of \omega. Two functions x and y on \omega are...
Persistent link: https://www.econbiz.de/10005570202
This paper proposes a class of weak additivity concepts for an operator on the set of real valued functions on a finite state space Ω, which include additivity and comonotonic additivity as extreme cases. Let E ⊆ 2Ω be a collection of subsets of Ω. Two functions x and y on Ω are...
Persistent link: https://www.econbiz.de/10005230768