A possibilistic approach to risk aversion
From MaRDI portal
Publication:432187
DOI10.1007/s00500-010-0634-7zbMath1243.91026MaRDI QIDQ432187
Publication date: 3 July 2012
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-010-0634-7
Related Items
Unnamed Item, Possibilistic Risk Aversion and Coinsurance Problem, A Risk Approach by Credibility Theory, Multidimensional possibilistic risk aversion, New fuzzy insurance pricing method for giga-investment project insurance, On risk aversion under fuzzy random data, Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method, The interest rate for saving as a possibilistic risk, Expected utility operators and coinsurance problem, Expected utility operators and possibilistic risk aversion
Cites Work
- A study of the ranking function approach through mean values
- Possibilistic risk aversion
- The mean value of a fuzzy number
- Default reasoning and possibility theory
- Fuzzy sets and systems. Theory and applications
- Fuzzy sets as a basis for a theory of possibility
- Two-parameter decision models and rank-dependent expected utility
- Further contributions to the study of the average value for ranking fuzzy numbers
- On weighted possibilistic mean and variance of fuzzy numbers
- A possibilistic approach to selecting portfolios with highest utility score
- Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
- On possibilistic correlation
- Risk Aversion in the Small and in the Large
- Uncertainty theory
- On possibilistic mean value and variance of fuzzy numbers
- Unnamed Item
- Unnamed Item