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Chebyshev type inequality for Choquet integral and comonotonicity |
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| Authors: | Bruno Girotto Silvano Holzer |
| Institution: | Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche “Bruno de Finetti”, Università degli studi di Trieste, Italy |
| Abstract: | We supply a Chebyshev type inequality for Choquet integral and link this inequality with comonotonicity. |
| Keywords: | Monotone set function Additive measure Choquet integral Chebyshev inequality Comonotonicity |
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