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- W1991741608 abstract "In this paper, we define an interval-valued Choquet price functional which is a useful tool as the price of an insurance contract with ambiguity payoffs and investigate some characterizations of them. Moreover, we show that the insurance price with ambiguity payoffs has an interval-valued Choquet integral representation with respect to a capacity." @default.
- W1991741608 created "2016-06-24" @default.
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- W1991741608 date "2006-04-01" @default.
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- W1991741608 title "Some characterizations of interval-valued Choquet price functionals" @default.
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- W1991741608 doi "https://doi.org/10.5391/jkiis.2006.16.2.247" @default.
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