Possibilistic risk aversion

被引：32
|
作者：
Georgescu, Irina [1 ]
机构：
[1] Acad Econ Studies, Dept Econ Cybernet, Bucharest, Romania
来源：
FUZZY SETS AND SYSTEMS | 2009年 / 160卷 / 18期
关键词：
Fuzzy numbers; Risk premium; Possibility theory; Risk aversion; FUZZY NUMBERS; MEAN-VALUE; VARIANCE;
D O I：
10.1016/j.fss.2008.12.007
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
Risk theory is usually developed within probability theory. The aim of this paper is to propose ail approach of the risk aversion by possibility theory, initiated by Zadeh in 1978. The main notion studied in this paper is the possibilistic risk premium associated with a fuzzy number A and a utility function it. Under the hypothesis that the utility function it verifies certain hypotheses, one proves a formula to evaluate the possibilistic risk premium in terms of it and of some possibilistic indicators, (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：2608 / 2619
页数：12
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