@techreport{85f2b7aada154c199765b73b0e8dfd45,
title = "Choquet Integrals With Respect to Non-Monotonic Set Functions",
abstract = "This paper introduces the signed Choquet integral, i.e., a nonmonotonic generalization of the Choquet integral. Applications to welfare theory, multi-period optimization, and asset pricing are described.",
keywords = "Choquet integral, comonotonicity, arbitrage, time preference",
author = "{De Waegenaere}, A.M.B. and P.P. Wakker",
note = "Pagination: 25",
year = "1997",
language = "English",
volume = "1997-44",
series = "CentER Discussion Paper",
publisher = "Accounting",
type = "WorkingPaper",
institution = "Accounting",
}