@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",

}