Quantifying non-monotonicity of functions and the lack of positivity in signed measures
Probability
2017-11-01 v2
Abstract
In various research areas related to decision making, problems and their solutions frequently rely on certain functions being monotonic. In the case of non-monotonic functions, one would then wish to quantify their lack of monotonicity. In this paper we develop a method designed specifically for this task, including quantification of the lack of positivity, negativity, or sign-constancy in signed measures. We note relevant applications in Insurance, Finance, and Economics, and discuss some of them in detail.
Keywords
Cite
@article{arxiv.1705.02742,
title = {Quantifying non-monotonicity of functions and the lack of positivity in signed measures},
author = {Youri Davydov and Ričardas Zitikis},
journal= {arXiv preprint arXiv:1705.02742},
year = {2017}
}
Comments
Published at http://dx.doi.org/10.15559/17-VMSTA84 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)