References of "Cardin, Marta"
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See detailAn ordinal approach to risk measurement
Cardin, Marta; Couceiro, Miguel UL

in Mathematical and Statistical Methods for Actuarial Sciences and Finance (2012)

In this short note, we aim at a qualitative framework for modeling multivariate risk. To this extent, we consider completely distributive lattices as underlying universes, and make use of lattice ... [more ▼]

In this short note, we aim at a qualitative framework for modeling multivariate risk. To this extent, we consider completely distributive lattices as underlying universes, and make use of lattice functions to formalize the notion of risk measure. Several properties of risk measures are translated into this general setting, and used to provide axiomatic characterizations. Moreover, a notion of quantile of a lattice-valued random variable is proposed, which is shown to retain several desirable properties of its real-valued counterpart. [less ▲]

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See detailAxiomatizations of signed discrete Choquet integrals
Cardin, Marta; Couceiro, Miguel UL; Giove, Silvio et al

in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (2011), 19(2), 193-199

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lovász extension of a pseudo-Boolean function which vanishes at the origin. We ... [more ▼]

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lovász extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this generalized Choquet integral, given in terms of certain functional equations, as well as by necessary and sufficient conditions which reveal desirable properties in aggregation theory. [less ▲]

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