We shall study and develop aggregations of two or more research methodologies, optimal with respect to the observed data, in order to reach the most accurate conclusion. The task is also to aggregate adequately several available datasets. We shall follow mainly applications in economics, business and insurance. Although these problems have been followed by the scientific society for a long time, the current situation brings new demands on the fast, flexible and accurate conclusions, based on innovating ideas. This will be guaranteed also by our new original methods based on profound mathematical results. The optimality criteria depending on the situation will use the expected utility, risk and entropy. We shall utilize the score functions and density quantile transformations, which enable us to get rid of dependence on location and scale and to concentrate on the shape. In decision making we shall use the Choquet capacities dominating the groups of possible conclusions and decisions.