Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Jensen's inequality for generalized Choquet integral with an
  application to risk aversion   In the paper we give necessary and sufficient conditions for the Jensen
inequality to hold for the generalized Choquet integral with respect to a pair
of capacities. Next, we apply obtained result to the theory of risk aversion by
providing the assumptions on utility function and capacities under which an
agent is risk averse. Moreover, we show that the Arrow-Pratt theorem can be
generalized to cover the case, where the expectation is replaced by the
generalized Choquet integral.

34
The categories of this paper are: chem-ph
16
The categories of this paper are: stat
28
The categories of this paper are: alg-geom
27
The categories of this paper are: comp-gas
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The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
2
The categories of this paper are: math
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
3
The categories of this paper are: physics
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
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The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
18
The categories of this paper are: econ
35
The categories of this paper are: mtrl-th