New Mixed Models of Optimal Saving

被引：0
|
作者：
Georgescu, Irina [1 ]
Kinnunen, Jani [2 ]
机构：
[1] Acad Econ Studies, Dept Econ Informat & Cybernet, Bucharest, Romania
[2] IAMSR, Turku, Finland
来源：
2016 IEEE 11TH INTERNATIONAL SYMPOSIUM ON APPLIED COMPUTATIONAL INTELLIGENCE AND INFORMATICS (SACI) | 2016年
关键词：
RISK; UNCERTAINTY; VARIANCE;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper studies mixed models of saving with three types of risks: labor income risk, interest rate risk, and background risk. Each risk can be probabilistically modeled by a random variable or possibilistically modeled by a fuzzy number. For each model a notion of precautionary saving is defined in order to measure the effect that various types of risk have on optimal saving. The main results establish necessary and sufficient conditions on consumer's prudence when risk parameters are introduced.
引用
收藏
页码：407 / 412
页数：6
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