### 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.

Original language | English |
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Place of Publication | Tilburg |

Publisher | Accounting |

Number of pages | 25 |

Volume | 1997-44 |

Publication status | Published - 1997 |

### Publication series

Name | CentER Discussion Paper |
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Volume | 1997-44 |

### Keywords

- Choquet integral
- comonotonicity
- arbitrage
- time preference

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## Cite this

De Waegenaere, A. M. B., & Wakker, P. P. (1997).

*Choquet Integrals With Respect to Non-Monotonic Set Functions*. (CentER Discussion Paper; Vol. 1997-44). Accounting.