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20142025
most citedGeneralized level measure based on a family of conditional aggregation operators

9 citations · 23 across the 15 of their papers we have counts for

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q-fin.RM2016★ 5 cited

On Jensen's inequality for generalized Choquet integral with an application to risk aversion

Wioletta Szeligowska, Marek Kaluszka

In the paper we give necessary and sufficient conditions for the Jensen inequality to hold for the generalized Choquet integral with respect to a pair of capacities. Next, we apply…