• 한국지능시스템학회논문지
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• 제17권4호
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• pp.451-454
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• 2007

Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.7-7
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• 2003

We studied closed set-valued Choquet integrals in two papers(1997, 2000) and convergence theorems under some sufficient conditions in two papers(2003), for examples : (i) convergence theorems for monotone convergent sequences of Choquet integrably bounded closed set-valued functions, (ii) covergence theorems for the upper limit and the lower limit of a sequence of Choquet integrably bounded closed set-valued functions. In this presentation, we consider fuzzy number-valued functions and define Choquet integrals of fuzzy number-valued functions. But these concepts of fuzzy number-valued Choquet inetgrals are all based on the corresponding results of interval-valued Choquet integrals. We also discuss their properties which are positively homogeneous and monotonicity of fuzzy number-valued Choquet integrals. Furthermore, we will prove convergence theorems for fuzzy number-valued Choquet integrals. They will be used in the following applications : (1) Subjectively probability and expectation utility without additivity associated with fuzzy events as in Choquet integrable fuzzy number-valued functions, (2) Capacity measure which are presented by comonotonically additive fuzzy number-valued functionals, and (3) Ambiguity measure related with fuzzy number-valued fuzzy inference.

• 호남수학학술지
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• 제30권1호
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• pp.171-183
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• 2008

In a previous work [18], the authors investigated autocontinuity, converse-autocontinuity, uniformly autocontinuity, uniformly converse-autocontinuity, and fuzzy multiplicativity of monotone set function defined by Choquet integral([3,4,13,14,15]) instead of fuzzy integral([16,17]). We consider nonnegative monotone interval-valued set functions and nonnegative measurable interval-valued functions. Then the interval-valued Choquet integral determines a new nonnegative monotone interval-valued set function which is a generalized concept of monotone set function defined by Choquet integral in [18]. These integrals, which can be regarded as interval-valued aggregation operators, have been used in [10,11,12,19,20]. In this paper, we investigate some characterizations of monotone interval-valued set functions defined by the interval-valued Choquet integral such as autocontinuity, converse-autocontinuity, uniform autocontinuity, uniform converse-autocontinuity, and fuzzy multiplicativity.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.429-443
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• 2004

In this paper, using Zhang, Guo and Liu's comments in [17], we define interval-valued functionals and investigate their properties. Furthermore, we discuss some applications of interval-valued Choquet expectations.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제5권3호
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• pp.196-199
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• 2005

Recently, many types of set-valued fuzzy integrals are studied by many authors. In this paper, we consider various types of convergence theorems of Choquet integrals of interval-valued function with respect to an autocontinuous fuzzy measure.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 춘계 학술대회 학술발표 논문집
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• pp.9-13
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• 2003

In this paper, we will define comonotonically additive interval-valued functionals which are generalized comonotonically additive real-valued functionals in Shcmeildler[14] and Narukawa[12], and study some properties of them. And we also investigate some relations between comonotonically additive interval-valued functionals and interval-valued Choquet integrals on a suitable function space cf.[19,10,11,13].

• 한국지능시스템학회논문지
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• 제12권4호
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• pp.323-326
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• 2002

이 논문에서 구간 수의 값을 갖는 함수들의 쇼케이적분을 생각하고자 한다. 이러한 구간 수의 값을 갖는 함수들의 성질들을 조사하여 오토연속인 퍼지측도에 관련된 쇼케이적분에 대한 수렴성 정리를 증명한다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2005년도 춘계학술대회 학술발표 논문집 제15권 제1호
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• pp.170-173
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• 2005

We note that Jang et at. studied closed set-valued Choquet integrals with respect to fuzzy measures. In this paper, we consider Choquet integrals of compact set-valued functions, and prove some properties of them. In particular, using compact set-valued functions, instead of interval valued we investigate characterization of compact set-valued Choquet integrals.

• 한국지능시스템학회논문지
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• 제18권6호
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• pp.837-841
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• 2008

In this paper, we consider interval probability as a unifying concept for uncertainty and Choquet integrals with resect to a capacity functional. By using interval probability, we will define an interval-valued capacity functional and Choquet integral with respect to an interval-valued capacity functional. Furthermore, we investigate Choquet weak convergence of interval-valued capacity functionals of random sets.

• 한국지능시스템학회논문지
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• 제14권1호
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• pp.33-38
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• 2004

이 논문에서는 Schmeidler[14]와 Narukawa[12]에 나오는 보단조 가법 실수치 범함수 개념의 일반화인 보단조 가법 구간치 범함수를 정의하고 그들의 성질을 연구한다. 또한 보단조 가법 구간치 범함수와 구간치 쇼케이적분이 적당한 함수공간 상에서 서로간의 관계를 조사한다. 수의 값을 갖는 함수들의 쇼케이적분을 생각하고자 한다. 이러한 구간 수의 값을 갖는 함수들의 성질들을 조사한다.