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The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10009320547
This paper deals with non-monotonic Choquet integral, a generalization of the regular Choquet integral. The discrete non-monotonic Choquet integral is considered under the viewpoint of aggregation. In particular we give an axiomatic characterization of the class of non-monotonic Choquet...
Persistent link: https://www.econbiz.de/10005819660
Persistent link: https://www.econbiz.de/10011628279
The measurement of the quality of research has reached nowadays an increasing interest not only for scientific reasons but also for the critical problem of researchers' ranking, due to the lack of grant assignments. The most commonly used approach is based on the so-called $h$-index, even if the...
Persistent link: https://www.econbiz.de/10013113992
In this paper non-monotonic measures and their properties are considered and described. Subsequently we study discrete non-monotonic Choquet integral under the viewpoint of aggregation, and its axiomatic characterization. Moreover, we show that for non-monotonic measures the Shapley index can...
Persistent link: https://www.econbiz.de/10005698421
Persistent link: https://www.econbiz.de/10003840685
Persistent link: https://www.econbiz.de/10009905890
In this short note, we aim at a qualitative framework for modeling multivariate risk. To this extent, we consider completely distributive lattices as underlying universes, and make use of lattice functions to formalize the notion of risk measure. Several properties of risk measures are...
Persistent link: https://www.econbiz.de/10008678245
In actuarial literature the properties of risk measures or insurance premium principles have been extensively studied. In our work we propose a characterization of some particular classes of multivariate and bivariate risk measures. Given two random variables we can define an univariate integral...
Persistent link: https://www.econbiz.de/10005756577
In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover, we define the joint aggregation density function.
Persistent link: https://www.econbiz.de/10005756580