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- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & computing Journal of applied mathematics & computing 제24권 제1호
- 발행연도
- 2007.1
- 수록면
- 489 - 503 (15page)
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In this paper, we define signed interval-valued Choquet integrals which have numerous applications in mathematical economics, informatiom theory, expected utility theory, and risk analysis on interval-valued random variables, for examples: interval-valued random payments and interval-valued random profiles, etc. And we discuss axiomatic characterizations of them. Furthermore, we fine some condition that comonotonic additivity of symmetric Choquet integrals on interval-valued random payments is satisfied and give two examples related the main theorem.
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