期刊名称：Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN：1955-611X
出版年度：2016
出版社：Centre d'Economie de la Sorbonne
摘要：In this paper, we give representation results about the calculation of the Choquet integral of a monotone function on the non negative real line. Next, we represent the Choquet integral of non monotone functions, by construction of monotone functions from non monotones ones, by using the increasing and decreasing rearrangement of a non monotone function. Finally, this paper is completed with some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.
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