Towards a general setting for the fuzzy mathematics of finance

DOI10.1016/0165-0114(90)90001-MzbMath0703.90002OpenAlexW1979401654MaRDI QIDQ916542

Marco Li Calzi

Publication date: 1990

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-0114(90)90001-m

zbMATH Keywords

fuzzy mathematics of finance

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72)

Related Items (26)

Fuzziness and randomness in investment project risk appraisal ⋮ Selecting the optimum portfolio using fuzzy compromise programming and Sharpe's single-index model ⋮ Pricing of minimum guarantees in life insurance contracts with fuzzy volatility ⋮ Using fuzzy random variables in life annuities pricing ⋮ Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods. ⋮ Unnamed Item ⋮ Estimating a fuzzy term structure of interest rates using fuzzy regression techniques. ⋮ On some characterizations of preinvex fuzzy mappings ⋮ On the Fuzzy Internal Rate of Return ⋮ Application of possibility theory to investment decisions ⋮ Using Fuzzy Set Theory to Analyse Investments and Select Portfolios of Tangible Investments in Uncertain Environments ⋮ Fuzzy capital budgeting ⋮ SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation ⋮ Fuzzy Financial Pricing of Property-Liability Insurance ⋮ A new index for bond management in an uncertain environment ⋮ Fuzzy net present values for capital investments in an uncertain environment ⋮ Fuzzy logic in insurance ⋮ Option price sensitivities through fuzzy numbers ⋮ Fuzziness in valuing financial instruments by certainty equivalents. ⋮ OFN Capital Budgeting Under Uncertainty and Risk ⋮ A new method for solving interval and fuzzy equations: linear case ⋮ Fuzzy Regression Analysis: An Actuarial Perspective ⋮ The theory of approximate prices: Analytical foundations of experimental cost-benefit analysis in a fuzzy-decision space ⋮ An interval portfolio selection problem based on regret function ⋮ A fuzzy-decision theory of optimal social discount rate: Collective- choice-theoretic

Cites Work

• Convex fuzzy sets
• Fuzzy sets as a basis for a theory of possibility
• A note on the extension principle for fuzzy sets
• The fuzzy mathematics of finance
• Strictly quasi-convex (concave) functions and duality in mathematical programming
• Unnamed Item
• Unnamed Item

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