نتایج جستجو برای: comonotone function
تعداد نتایج: 1212975 فیلتر نتایج به سال:
Double aggregation operators are introduced and several basic properties are studied, as neutral and annihilator elements, idempotency, etc., which are illustrated by some examples. The classes of additive and comonotone additive double aggregation operators are characterized.
We discuss the degree of approximation by polynomials of a function f that is piecewise monotone in ?1; 1]. We would like to approximate f by polynomials which are comonotone with it. We show that by relaxing the requirement for comonotonicity in small neighborhoods of the points where changes in monotonicity occur and near the endpoints, we can achieve a higher degree of approximation. We show...
in this paper, some results of the chebyshev type integral inequality for the pseudo-integral are proven. the obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. finally, we applied our results to the case of comonotone functions.
Comonotone maxitive idempotent aggregation functions on [0, 1] are characterized and the extended Sugeno integral is introduced. Also the relationship of Sugeno integral and the extended Sugeno integral is clarified. Finally, extended weighted maxima on [0, 1] are discussed.
Kusuoka (2001) has obtained explicit representation theorems for comonotone risk measures and, more generally, for law invariant risk measures. These theorems pertain, like most of the previous literature, to the case of scalar-valued risks. Jouini-Meddeb-Touzi (2004) and Burgert-Rüschendorf (2006) extended the notion of risk measures to the vector-valued case. Recently Ekeland-Galichon-Henry (...
The representation of a comonotone-∨̌-additive and monotone functional L, defined on the class of functions from X to [−1, 1], by two Sugeno integrals have been presented. This representation is a generalization of certain previous results, which are useful for the Cumulative Prospect Theory.
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