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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...
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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 will define also the joint aggregation density function
Persistent link: https://www.econbiz.de/10014220892
This paper presents the role of copula functions in the theory of aggregation operators. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity, studying also a decomposition of supermodular binary aggregation...
Persistent link: https://www.econbiz.de/10014048219
In this note we consider a multicriteria decision problem where the decision maker know the the state of the world but the set of consequences is multidimensional. We suppose that a value function is specified over the attribute of the decision problem and we analyze some classes of non additive...
Persistent link: https://www.econbiz.de/10005125674
There exist necessary and sufficient conditions on the generating functions of the FGM family, in order to obtain various dependence properties. We present multivariate generalizations of this class studying symmetry and dependence concepts, measuring the dependence among the components of each...
Persistent link: https://www.econbiz.de/10005076137
In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n = 2) is proposed and a class of multivariate positive dependence measures is introduced. We consider the comonotonicity dependence structure as the strong...
Persistent link: https://www.econbiz.de/10005076139
In actuarial literature the properties of risk measures or insurance premium principles have been extensively studied . We propose a characterization of a particular class of coherent risk measures defined in [1]. The considered premium principles are obtained by expansion of TVar measures,...
Persistent link: https://www.econbiz.de/10005076146