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On comonotonic functions of uncertain variables

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Abstract

Uncertain variable is used to model quantities in uncertainty. This paper considers comonotonic functions of an uncertain variable, and gives their uncertainty distributions. Besides, it proves the linearity of expected value operator on comonotonic functions of an uncertain variable.

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Authors and Affiliations

  1. Department of Statistics, Xi’an University of Finance and Economics, Xi’an, 710061, Shaanxi, China

    Xiaohu Yang

  2. College of Mathematics and Information Science, Weinan Normal University, Weinan, 714000, Shaanxi, China

    Xiaohu Yang

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  1. Xiaohu Yang
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Correspondence to Xiaohu Yang.

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Yang, X. On comonotonic functions of uncertain variables. Fuzzy Optim Decis Making 12, 89–98 (2013). https://doi.org/10.1007/s10700-012-9143-8

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  • DOI: https://doi.org/10.1007/s10700-012-9143-8

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