• 한국지능시스템학회:학술대회논문집
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• 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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• pp.131-132
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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 integrals with respect to an interval-valued capacity functional. Furthermore, we investigate Choquet Choquet weak convergence of interval-valued capacity functionals of random sets.

• 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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• 제16권2호
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• pp.247-251
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• 2006

In this paper, we define an interval-valued Choquet price functional which is a useful tool as the price of an insurance contract with ambiguity payoffs and investigate some characterizations of them. Moreover, we show that the insurance price with ambiguity payoffs has an interval-valued Choquet integral representation with respect to a capacity.