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  1. Upper and Lower Probabilities induced by a Multi- valued Mapping.Arthur Dempster - 1967 - Annals of Mathematical Statistics 38:325-339.
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  • Subjective Probability and Expected Utility without Additivity.David Schmeidler - 1989 - Econometrica 57:571-589.
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  • Conditioning Capacities and Choquet Integrals: The Role of Comonotony.Alain Chateauneuf, Robert Kast & André Lapied - 2001 - Theory and Decision 51 (2/4):367-386.
    Choquet integrals and capacities play a crucial role in modern decision theory. Comonotony is a central concept for these theories because the main property of a Choquet integral is its additivity for comonotone functions. We consider a Choquet integral representation of preferences showing uncertainty aversion (pessimism) and propose axioms on time consistency which yield a candidate for conditional Choquet integrals. An other axiom characterizes the role of comonotony in the use of information. We obtain two conditioning rules for capacities which (...)
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