Updating Choquet valuation and discounting information arrivals

We consider expected utility maximisation problem for exponential Levy models and HARA utilities in presence of illiquid asset in portfolio.. This illiquid asset is modelled by

Marichal, Tolerant or intolerant character of interacting criteria in aggregation by the Choquet integral, European Journal of Operational Research, to appear.. Preprint available

Even if many studies have measured the impact of diversity on users’ satisfaction with content-based filtering [7], [13], [14] on one side or collaborative filtering [28], [29] on

We also calculate the first moment of the Choquet integral and we compare our results with the ones obtained in [8] which mainly concern the cases where the common distribution of X

We shall assume that time and uncertainty are subjectively measured by an agent’s preferences if they satisfy some axioms and if they establish a hierarchy between these two

We also discuss the convergence of Choquet random walks to Choquet–Brownian motion in continuous time1. In contrast to previous literature, we derive tractable stochastic processes

Several attempts at modelling the atmospheric CH 3 Cl bud- get using carbon isotope ratios have been made (Harper et al., 2001, 2003; Thompson et al., 2002; Komatsu et al., 2004)

[ 83 ] recently reported from a large sample of patients with schizophrenia spectrum dis- orders (total n = 596 including patients with schizophre- nia, bipolar disorder,