Comonotonic additive operators and their representations
Heinz J. Skala a1 a1 Hohefeld 18, 33100 Paderborn-Dahl, Germany
Abstract
In a recent illuminating paper, June M. Parker [5] discussed Choquet integral representations of comonotonic additive functionals and related concepts. In our paper we provide a generalization of the Choquet integral and use this to obtain an integral representation for comonotonic additive operators.
