Possibilistic risk aversion

作者: Irina Georgescu

DOI: 10.1016/J.FSS.2008.12.007

关键词:

摘要: Risk theory is usually developed within probability theory. The aim of this paper to propose an approach the risk aversion by possibility theory, initiated Zadeh in 1978. main notion studied possibilistic premium associated with a fuzzy number A and utility function u. Under hypothesis that u verifies certain hypotheses, one proves formula evaluate terms some indicators.

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