Publication details for Matthias Troffaesde Cooman, Gert, Troffaes, Matthias & Miranda, Enrique (2008). n-Monotone exact functionals. Journal of Mathematical Analysis and Applications 347(1): 143-156.
- Publication type: Journal Article
- ISSN/ISBN: 0022-247X, 1096-0813
- DOI: 10.1016/j.jmaa.2008.05.071
- Keywords: n-Monotonicity, Coherence, Natural extension, Choquet integral, Comonotone additivity, Exact functional, Lower prevision, Risk measure
- Further publication details on publisher web site
- Durham Research Online (DRO) - may include full text
Author(s) from Durham
We study n-monotone functionals, which constitute a generalisation of n-monotone set functions. We investigate their relation to the concepts of exactness and natural extension, which generalise coherence and natural extension in the behavioural theory of imprecise probabilities. We improve upon a number of results in the literature, and prove among other things a representation result for exact n-monotone functionals in terms of Choquet integrals.