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Soft Computing
Erschienen in: Soft Computing 10/2012

01.10.2012 | Original Paper

Expected utility operators and possibilistic risk aversion

verfasst von: Irina Georgescu

Erschienen in: Soft Computing | Ausgabe 10/2012

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Abstract

In this paper expected utility operators are introduced as an abstractization of some notions of possibilistic expected utility, already existing in the literature. A general theory of possibilistic risk aversion which encompasses the already existing treatments is developed. The possibilistic risk premium associated with a fuzzy number, a utility function, an expected utility operator and a weighting function is defined. An approximate calculation formula of possibilistic risk premium expressed in terms of Arrow–Pratt index and a possibilistic variance associated with an expected utility operator is obtained. In an abstract context a Pratt-type theorem is proved.
Vorheriger Artikel Reidentification and k-anonymity: a model for disclosure risk in graphs
Nächster Artikel Metrizability on (semi)topological BL-algebras

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Literatur
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Metadaten
Titel
Expected utility operators and possibilistic risk aversion
verfasst von
Irina Georgescu
Publikationsdatum
01.10.2012
Verlag
Springer-Verlag
Erschienen in
Soft Computing / Ausgabe 10/2012
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI
https://doi.org/10.1007/s00500-012-0851-3

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