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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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