Modeling attitudes toward uncertainty through the use of the Sugeno integral
Preprint
- 1 January 2008
- preprint Published in RePEc
Abstract
The aim of the paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.Keywords
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