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Applications of non-additive set functions in decision making and insurance

In: Tatra Mountains Mathematical Publications, vol. 16, no. 2
Stanis­ław Heilpern
Detaily:
Rok, strany: 1999, 295 - 310
O článku:
In this paper we study the relationships between different non-additive set functions and Choquet integrals with respect to such set functions. We investigate Bayesian inference problems and the statistical robust issues connected with them. We also apply the Choquet integral in simple decision making problems to calculate expected payoffs and use it for the construction of an insurance premium.
Ako citovať:
ISO 690:
Heilpern, S. 1999. Applications of non-additive set functions in decision making and insurance. In Tatra Mountains Mathematical Publications, vol. 16, no.2, pp. 295-310. 1210-3195.

APA:
Heilpern, S. (1999). Applications of non-additive set functions in decision making and insurance. Tatra Mountains Mathematical Publications, 16(2), 295-310. 1210-3195.