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01.04.2010 | Original Paper

A possibilistic approach to risk aversion

verfasst von: Irina Georgescu

Erschienen in: Soft Computing | Ausgabe 4/2010

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Abstract

In this paper a possibilistic model of risk aversion based on the lower and upper possibilistic expected values of a fuzzy number is studied. Three notions of possibilistic risk premium are defined for which calculation formulae in terms of Arrow–Pratt index and a possibilistic variance are established. A possibilistic version of Pratt theorem is proved.

Vorheriger Artikel On some sets of difference sequences of fuzzy numbers

Nächster Artikel Three modified versions of differential evolution algorithm for continuous optimization

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Titel: A possibilistic approach to risk aversion
verfasst von: Irina Georgescu
Publikationsdatum: 01.04.2010
Verlag: Springer-Verlag
Erschienen in: Soft Computing / Ausgabe 4/2010
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI: https://doi.org/10.1007/s00500-010-0634-7

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